+70.8%
CDNS vs BNS
+92.5%
-21.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -6.5% | -2.2% | -4.3% | -5.3% |
| 30D | -13.0% | +4.5% | -17.5% | -15.2% |
| 3M | -26.0% | +14.9% | -40.9% | -31.8% |
| 6M | -2.8% | +32.5% | -35.3% | -17.6% |
| YTD | -8.8% | +28.6% | -37.4% | -21.7% |
| 1Y | -15.8% | +48.4% | -64.2% | -33.7% |
| 3Y | +19.7% | +130.8% | -111.1% | -28.9% |
| 5Y | +70.8% | +94.8% | -24.0% | +15.2% |
| All | +70.8% | +92.5% | -21.8% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling