+70.8%
CDNS vs BTDR
+16.5%
+54.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.6% |
| 7D | -6.5% | -3.2% | -3.3% | -6.4% |
| 30D | -13.0% | +32.7% | -45.7% | -14.9% |
| 3M | -26.0% | -28.4% | +2.4% | -25.0% |
| 6M | -2.8% | +51.7% | -54.6% | -6.7% |
| YTD | -8.8% | +2.9% | -11.7% | -10.8% |
| 1Y | -15.8% | -15.5% | -0.4% | -17.7% |
| 3Y | +19.7% | 0.0% | +19.7% | +10.5% |
| 5Y | +70.8% | +16.5% | +54.3% | +54.9% |
| All | +70.8% | +16.5% | +54.3% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling