+1,026.7%
CDNS vs BNS
+187.0%
+839.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -6.5% | -2.2% | -4.3% | -5.4% |
| 30D | -13.0% | +4.5% | -17.5% | -15.0% |
| 3M | -26.0% | +14.9% | -40.9% | -31.3% |
| 6M | -2.8% | +32.5% | -35.3% | -16.4% |
| YTD | -8.8% | +28.6% | -37.4% | -20.6% |
| 1Y | -15.8% | +48.4% | -64.2% | -32.1% |
| 3Y | +19.7% | +130.8% | -111.1% | -24.4% |
| 5Y | +70.8% | +94.8% | -24.0% | +17.6% |
| All | +1,026.7% | +187.0% | +839.7% | +529.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling