+84.5%
CDNS vs BURL
-12.4%
+96.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.0% | +4.2% |
| 7D | +2.1% | +7.7% | -5.6% | +0.4% |
| 30D | -4.6% | -7.1% | +2.5% | -3.1% |
| 3M | -0.8% | -30.3% | +29.5% | +7.1% |
| 6M | -7.2% | -15.5% | +8.3% | -4.6% |
| YTD | +7.7% | -11.0% | +18.6% | +8.7% |
| 1Y | +3.5% | -8.4% | +12.0% | +3.3% |
| 3Y | +31.2% | +96.7% | -65.4% | +8.6% |
| 5Y | +84.5% | -14.1% | +98.6% | +91.3% |
| All | +84.5% | -12.4% | +96.9% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling