+70.1%
CDNS vs BROS
+33.7%
+36.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.6% |
| 7D | -6.5% | -6.1% | -0.5% | -5.6% |
| 30D | -13.0% | -12.4% | -0.6% | -11.3% |
| 3M | -26.0% | -27.9% | +1.9% | -22.9% |
| 6M | -2.8% | -16.8% | +14.0% | -1.5% |
| YTD | -8.8% | -29.0% | +20.2% | -5.4% |
| 1Y | -15.8% | -33.2% | +17.4% | -12.2% |
| 3Y | +19.7% | +56.8% | -37.0% | +5.2% |
| All | +70.1% | +33.7% | +36.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling