+1,026.7%
CDNS vs BTI
+72.6%
+954.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -6.5% | -2.0% | -4.6% | -6.1% |
| 30D | -13.0% | -3.4% | -9.6% | -12.3% |
| 3M | -26.0% | -9.0% | -17.0% | -24.5% |
| 6M | -2.8% | -5.0% | +2.2% | -2.6% |
| YTD | -8.8% | -0.3% | -8.5% | -10.1% |
| 1Y | -15.8% | +3.1% | -18.9% | -17.9% |
| 3Y | +19.7% | +111.0% | -91.2% | -8.7% |
| 5Y | +70.8% | +117.0% | -46.3% | +26.5% |
| All | +1,026.7% | +72.6% | +954.1% | +747.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling