+74.7%
CDNS vs BROS
+43.3%
+31.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | -14.0% | -6.7% | -7.3% | -13.1% |
| 30D | -13.2% | -29.1% | +15.9% | -8.9% |
| 3M | -28.9% | -16.7% | -12.2% | -27.5% |
| 6M | -4.2% | -11.6% | +7.4% | -3.8% |
| YTD | -6.4% | -23.9% | +17.6% | -3.9% |
| 1Y | -16.2% | -34.8% | +18.6% | -12.3% |
| 3Y | +20.2% | +62.1% | -41.9% | +5.1% |
| All | +74.7% | +43.3% | +31.4% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling