+5,887.0%
CDNS vs BP
+1,327.5%
+4,559.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | -14.0% | +3.9% | -17.9% | -15.3% |
| 30D | -13.2% | +7.6% | -20.8% | -15.6% |
| 3M | -28.9% | +0.7% | -29.6% | -29.7% |
| 6M | -4.2% | +15.5% | -19.7% | -10.4% |
| YTD | -6.4% | +30.8% | -37.2% | -16.8% |
| 1Y | -16.2% | +34.3% | -50.5% | -26.5% |
| 3Y | +20.2% | +35.1% | -14.9% | +3.2% |
| 5Y | +76.6% | +126.8% | -50.2% | +20.5% |
| 10Y | +1,029.7% | +123.4% | +906.3% | +604.0% |
| All | +5,887.0% | +1,327.5% | +4,559.5% | +1,331.8% |
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