+1,032.7%
CDNS vs BURL
+215.5%
+817.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.6% |
| 7D | -14.0% | -2.8% | -11.2% | -13.5% |
| 30D | -13.2% | -28.2% | +15.0% | -6.2% |
| 3M | -28.9% | -17.6% | -11.3% | -25.8% |
| 6M | -4.2% | -11.8% | +7.6% | -2.4% |
| YTD | -6.4% | -8.1% | +1.8% | -5.8% |
| 1Y | -16.2% | -12.0% | -4.3% | -15.4% |
| 3Y | +20.2% | +63.3% | -43.1% | +1.6% |
| 5Y | +76.6% | -10.8% | +87.4% | +68.0% |
| All | +1,032.7% | +215.5% | +817.3% | +708.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling