+24.7%
CDNS vs BP
+48.3%
-23.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -2.4% | -11.6% | +9.2% | -1.9% |
| 30D | -10.2% | 0.0% | -10.2% | -10.4% |
| 3M | -5.5% | +6.7% | -12.2% | -6.5% |
| 6M | -9.9% | +2.2% | -12.0% | -10.4% |
| YTD | +2.3% | +33.0% | -30.6% | -4.4% |
| 1Y | -1.4% | +30.7% | -32.1% | -7.6% |
| All | +24.7% | +48.3% | -23.6% | +12.1% |
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