+1,166.2%
CDNS vs BP
+143.9%
+1,022.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | +1.0% | +3.8% | -2.8% | +0.2% |
| 30D | -2.0% | -5.3% | +3.3% | -1.0% |
| 3M | -0.2% | +9.3% | -9.5% | -2.7% |
| 6M | -8.9% | +7.2% | -16.1% | -11.1% |
| YTD | +3.3% | +38.0% | -34.7% | -5.8% |
| 1Y | +2.2% | +33.2% | -31.0% | -6.1% |
| 3Y | +22.4% | +50.3% | -27.9% | +7.8% |
| 5Y | +78.0% | +114.1% | -36.1% | +40.1% |
| All | +1,166.2% | +143.9% | +1,022.3% | +905.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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