+6,507.0%
CDNS vs BTI
+6,890.1%
-383.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.4% |
| 7D | +1.0% | +1.6% | -0.7% | +0.5% |
| 30D | -2.0% | +9.2% | -11.2% | -4.2% |
| 3M | -0.2% | +9.6% | -9.9% | -2.8% |
| 6M | -8.9% | -2.4% | -6.4% | -9.1% |
| YTD | +3.3% | +14.2% | -10.9% | -1.3% |
| 1Y | +2.2% | +20.3% | -18.1% | -3.6% |
| 3Y | +22.4% | +147.4% | -125.0% | -4.8% |
| 5Y | +78.0% | +155.4% | -77.4% | +36.2% |
| 10Y | +1,175.2% | +127.3% | +1,047.9% | +879.5% |
| All | +6,507.0% | +6,890.1% | -383.1% | +2,400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling