+102.4%
CDNS vs BTDR
+23.8%
+78.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.9% | -7.9% | -4.3% |
| 7D | -14.0% | +20.0% | -34.0% | -15.2% |
| 30D | -13.2% | +11.9% | -25.1% | -14.2% |
| 3M | -28.9% | -36.9% | +8.0% | -27.3% |
| 6M | -4.2% | +56.5% | -60.7% | -8.2% |
| YTD | -6.4% | +10.4% | -16.8% | -8.8% |
| 1Y | -16.2% | +3.1% | -19.3% | -19.1% |
| 3Y | +20.2% | -2.6% | +22.8% | +10.6% |
| 5Y | +76.6% | +25.2% | +51.5% | +61.3% |
| All | +102.4% | +23.8% | +78.6% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling