-16.2%
CDNS vs BURL
-9.5%
-6.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.2% |
| 7D | -14.0% | -2.8% | -11.2% | -13.8% |
| 30D | -13.2% | -28.2% | +15.0% | -10.2% |
| 3M | -28.9% | -17.6% | -11.3% | -27.6% |
| 6M | -4.2% | -11.8% | +7.6% | -3.5% |
| YTD | -6.4% | -8.1% | +1.8% | -6.2% |
| 1Y | -16.2% | -12.0% | -4.3% | -15.8% |
| All | -16.2% | -9.5% | -6.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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