+5,711.3%
CDNS vs HRB
+3,134.5%
+2,576.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.5% | -1.0% |
| 7D | -9.2% | -9.1% | -0.2% | -6.7% |
| 30D | -16.3% | +0.3% | -16.5% | -16.9% |
| 3M | -27.9% | +23.4% | -51.3% | -33.3% |
| 6M | -4.3% | +45.1% | -49.4% | -16.8% |
| YTD | -9.1% | +8.9% | -18.0% | -14.0% |
| 1Y | -21.2% | -7.9% | -13.3% | -21.9% |
| 3Y | +19.4% | +27.9% | -8.6% | +4.5% |
| 5Y | +71.6% | +108.3% | -36.7% | +25.0% |
| 10Y | +1,005.1% | +208.4% | +796.6% | +529.2% |
| All | +5,711.3% | +3,134.5% | +2,576.9% | +828.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling