+5,818.9%
CDNS vs BRO
+25,535.5%
-19,716.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -1.1% | -7.3% | +6.2% | +0.9% |
| 30D | -10.4% | -6.9% | -3.6% | -8.8% |
| 3M | -24.6% | +10.7% | -35.3% | -27.1% |
| 6M | -1.6% | -2.7% | +1.1% | -1.8% |
| YTD | -7.4% | -16.3% | +8.9% | -4.0% |
| 1Y | -18.4% | -29.1% | +10.7% | -11.8% |
| 3Y | +19.0% | -7.8% | +26.8% | +17.9% |
| 5Y | +73.4% | +18.7% | +54.7% | +60.6% |
| 10Y | +1,055.6% | +291.9% | +763.7% | +702.4% |
| All | +5,818.9% | +25,535.5% | -19,716.5% | +3,069.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling