-16.2%
CDNS vs BNS
+50.5%
-66.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.5% |
| 7D | -14.0% | +1.5% | -15.6% | -14.5% |
| 30D | -13.2% | +6.0% | -19.1% | -15.2% |
| 3M | -28.9% | +16.3% | -45.2% | -32.6% |
| 6M | -4.2% | +27.3% | -31.5% | -13.3% |
| YTD | -6.4% | +28.5% | -34.9% | -15.5% |
| 1Y | -16.2% | +49.0% | -65.2% | -32.0% |
| All | -16.2% | +50.5% | -66.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling