-16.2%
CDNS vs BTDR
-4.8%
-11.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.9% | -7.9% | -4.4% |
| 7D | -14.0% | +20.0% | -34.0% | -15.7% |
| 30D | -13.2% | +11.9% | -25.1% | -14.6% |
| 3M | -28.9% | -36.9% | +8.0% | -26.5% |
| 6M | -4.2% | +56.5% | -60.7% | -8.6% |
| YTD | -6.4% | +10.4% | -16.8% | -9.3% |
| 1Y | -16.2% | +3.1% | -19.3% | -16.6% |
| All | -16.2% | -4.8% | -11.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling