-19.7%
CDNS vs BNS
+48.3%
-68.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -6.5% | -2.2% | -4.3% | -5.7% |
| 30D | -13.0% | +4.5% | -17.5% | -14.5% |
| 3M | -26.0% | +14.9% | -40.9% | -29.4% |
| 6M | -2.8% | +32.5% | -35.3% | -12.5% |
| YTD | -8.8% | +28.6% | -37.4% | -17.4% |
| All | -19.7% | +48.3% | -68.0% | -32.4% |
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