+2,366.5%
CDNS vs BURL
+1,021.0%
+1,345.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -5.9% | +0.1% |
| 7D | -3.8% | +10.4% | -14.2% | -5.9% |
| 30D | -6.8% | -4.9% | -1.8% | -5.9% |
| 3M | -3.3% | -29.8% | +26.5% | +4.0% |
| 6M | -5.7% | -16.5% | +10.7% | -2.9% |
| YTD | +5.4% | -10.5% | +16.0% | +6.4% |
| 1Y | -1.1% | -5.3% | +4.2% | -2.0% |
| 3Y | +32.1% | +95.1% | -63.0% | +9.5% |
| 5Y | +83.5% | -12.1% | +95.6% | +74.7% |
| 10Y | +1,221.8% | +273.2% | +948.6% | +847.0% |
| All | +2,366.5% | +1,021.0% | +1,345.5% | +1,573.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling