+1,246.5%
CDNS vs BR
+1,286.0%
-39.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.5% | -1.4% |
| 7D | -9.2% | -5.9% | -3.3% | -5.7% |
| 30D | -16.3% | +1.9% | -18.1% | -17.4% |
| 3M | -27.9% | +14.7% | -42.6% | -34.6% |
| 6M | -4.3% | -12.8% | +8.4% | +2.7% |
| YTD | -9.1% | -23.0% | +13.9% | +5.0% |
| 1Y | -21.2% | -31.7% | +10.5% | -2.0% |
| 3Y | +19.4% | -4.8% | +24.2% | +18.2% |
| 5Y | +71.6% | +7.8% | +63.8% | +55.7% |
| 10Y | +1,005.1% | +184.1% | +821.0% | +444.5% |
| All | +1,246.5% | +1,286.0% | -39.5% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling