+1,552.8%
CDNS vs BNS
+1,476.3%
+76.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.3% |
| 7D | -9.2% | +1.8% | -11.1% | -10.2% |
| 30D | -16.3% | +4.5% | -20.7% | -18.5% |
| 3M | -27.9% | +15.8% | -43.7% | -34.1% |
| 6M | -4.3% | +31.5% | -35.8% | -18.9% |
| YTD | -9.1% | +28.6% | -37.7% | -22.2% |
| 1Y | -21.2% | +48.2% | -69.4% | -38.1% |
| 3Y | +19.4% | +130.8% | -111.4% | -28.7% |
| 5Y | +71.6% | +94.9% | -23.3% | +12.5% |
| 10Y | +1,005.1% | +179.6% | +825.5% | +454.1% |
| All | +1,552.8% | +1,476.3% | +76.5% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling