+5,887.0%
CDNS vs BN
+15,251.3%
-9,364.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -14.0% | -2.5% | -11.5% | -13.0% |
| 30D | -13.2% | -9.5% | -3.7% | -9.1% |
| 3M | -28.9% | -10.4% | -18.5% | -25.3% |
| 6M | -4.2% | -6.4% | +2.2% | -1.6% |
| YTD | -6.4% | -11.9% | +5.5% | -1.3% |
| 1Y | -16.2% | -8.6% | -7.6% | -13.4% |
| 3Y | +20.2% | +77.6% | -57.4% | -9.2% |
| 5Y | +76.6% | +37.0% | +39.6% | +48.5% |
| 10Y | +1,029.7% | +266.4% | +763.3% | +491.9% |
| All | +5,887.0% | +15,251.3% | -9,364.3% | +903.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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