+19.4%
CDNS vs BP
+36.5%
-17.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.4% | -3.1% |
| 7D | -9.2% | +0.9% | -10.2% | -9.3% |
| 30D | -16.3% | +9.1% | -25.4% | -17.0% |
| 3M | -27.9% | +3.9% | -31.8% | -28.1% |
| 6M | -4.3% | +13.6% | -17.9% | -6.6% |
| YTD | -9.1% | +34.0% | -43.1% | -14.3% |
| 1Y | -21.2% | +39.2% | -60.4% | -26.6% |
| 3Y | +19.4% | +36.4% | -17.0% | +9.4% |
| All | +19.4% | +36.5% | -17.1% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling