+2,018.0%
CDNS vs BLK
+12,905.6%
-10,887.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.2% |
| 7D | -7.2% | -2.7% | -4.5% | -6.0% |
| 30D | -14.3% | -4.8% | -9.5% | -12.2% |
| 3M | -27.2% | +6.5% | -33.7% | -29.7% |
| 6M | -4.5% | +13.2% | -17.7% | -10.7% |
| YTD | -9.0% | +1.8% | -10.8% | -10.5% |
| 1Y | -21.3% | -1.0% | -20.4% | -21.7% |
| 3Y | +19.6% | +66.0% | -46.4% | -7.8% |
| 5Y | +71.5% | +31.2% | +40.3% | +47.1% |
| 10Y | +1,036.6% | +278.5% | +758.1% | +485.7% |
| All | +2,018.0% | +12,905.6% | -10,887.6% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling