+6,683.5%
CDNS vs BP
+1,352.6%
+5,330.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | +2.4% | -6.3% | +8.8% | +4.7% |
| 30D | -6.0% | -3.6% | -2.4% | -5.2% |
| 3M | -0.1% | +5.2% | -5.3% | -2.7% |
| 6M | -8.6% | +5.3% | -13.9% | -11.7% |
| YTD | +6.1% | +33.1% | -27.0% | -6.9% |
| 1Y | +0.8% | +26.3% | -25.5% | -10.0% |
| 3Y | +26.8% | +47.5% | -20.7% | +5.0% |
| 5Y | +86.9% | +106.2% | -19.3% | +31.9% |
| 10Y | +1,235.1% | +127.0% | +1,108.1% | +722.5% |
| All | +6,683.5% | +1,352.6% | +5,330.9% | +1,501.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling