+92.8%
CDNS vs BROS
+10.5%
+82.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.5% | -9.6% | -4.1% |
| 7D | +1.0% | +6.3% | -5.3% | -0.1% |
| 30D | -2.0% | -8.3% | +6.4% | -1.0% |
| 3M | -0.2% | -29.8% | +29.6% | +4.7% |
| 6M | -8.9% | -25.8% | +16.9% | -6.2% |
| YTD | +3.3% | -41.4% | +44.7% | +9.8% |
| 1Y | +2.2% | -35.2% | +37.4% | +6.8% |
| 3Y | +22.4% | +32.8% | -10.4% | +9.9% |
| 5Y | +78.0% | -42.2% | +120.2% | +68.5% |
| All | +92.8% | +10.5% | +82.3% | +76.9% |
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