+75.8%
CDNS vs BRO
+17.6%
+58.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -1.1% | -7.3% | +6.2% | +1.6% |
| 30D | -10.4% | -6.9% | -3.6% | -8.3% |
| 3M | -24.6% | +10.7% | -35.3% | -28.3% |
| 6M | -1.6% | -2.7% | +1.1% | -1.6% |
| YTD | -7.4% | -16.3% | +8.9% | -1.7% |
| 1Y | -18.4% | -29.1% | +10.7% | -6.7% |
| 3Y | +19.0% | -7.8% | +26.8% | +8.0% |
| All | +75.8% | +17.6% | +58.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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