+19.0%
CDNS vs BNS
+130.5%
-111.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -10.4% | +3.5% | -13.9% | -11.9% |
| 3M | -24.6% | +14.1% | -38.7% | -29.2% |
| 6M | -1.6% | +33.8% | -35.4% | -14.5% |
| YTD | -7.4% | +29.5% | -36.9% | -18.5% |
| 1Y | -18.4% | +48.4% | -66.8% | -33.1% |
| 3Y | +19.0% | +129.6% | -110.6% | -21.2% |
| All | +19.0% | +130.5% | -111.5% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling