+70.8%
CDNS vs BR
+7.7%
+63.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -6.5% | -6.0% | -0.6% | -3.0% |
| 30D | -13.0% | -0.9% | -12.1% | -12.6% |
| 3M | -26.0% | +16.4% | -42.4% | -33.3% |
| 6M | -2.8% | -8.2% | +5.3% | +1.7% |
| YTD | -8.8% | -23.2% | +14.4% | +7.0% |
| 1Y | -15.8% | -30.9% | +15.1% | +6.2% |
| 3Y | +19.7% | -5.0% | +24.7% | +16.4% |
| 5Y | +70.8% | +8.8% | +62.0% | +41.6% |
| All | +70.8% | +7.7% | +63.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling