-21.3%
CDNS vs BP
+39.3%
-60.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.5% |
| 7D | -7.2% | +4.0% | -11.2% | -6.5% |
| 30D | -14.3% | +7.8% | -22.1% | -13.1% |
| 3M | -27.2% | +8.4% | -35.6% | -25.8% |
| 6M | -4.5% | +15.1% | -19.6% | -3.3% |
| YTD | -9.0% | +36.4% | -45.4% | -7.6% |
| 1Y | -21.3% | +40.9% | -62.2% | -20.3% |
| All | -21.3% | +39.3% | -60.6% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling