+70.8%
CDNS vs HRB
+109.9%
-39.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -6.5% | -12.2% | +5.6% | -4.5% |
| 30D | -13.0% | -3.0% | -10.0% | -12.8% |
| 3M | -26.0% | +21.7% | -47.7% | -29.2% |
| 6M | -2.8% | +52.3% | -55.2% | -11.7% |
| YTD | -8.8% | +6.5% | -15.3% | -11.2% |
| 1Y | -15.8% | -6.7% | -9.1% | -16.0% |
| 3Y | +19.7% | +25.1% | -5.4% | +9.9% |
| 5Y | +70.8% | +113.8% | -43.0% | +41.8% |
| All | +70.8% | +109.9% | -39.1% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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