+17.1%
CDNS vs BLK
+63.3%
-46.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -6.5% | -5.2% | -1.4% | -3.6% |
| 30D | -13.0% | -7.0% | -6.0% | -9.2% |
| 3M | -26.0% | +5.7% | -31.7% | -28.7% |
| 6M | -2.8% | +11.0% | -13.9% | -9.7% |
| YTD | -8.8% | +0.9% | -9.7% | -10.3% |
| 1Y | -15.8% | -1.6% | -14.2% | -16.2% |
| All | +17.1% | +63.3% | -46.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling