+6.1%
CMCSA vs CDNS
+1,060.3%
-1,054.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.2% |
| 7D | -4.9% | -1.1% | -3.7% | -4.6% |
| 30D | -1.1% | -10.4% | +9.4% | +1.1% |
| 3M | +6.6% | -24.6% | +31.2% | +12.7% |
| 6M | -15.5% | -1.6% | -13.8% | -16.7% |
| YTD | -6.7% | -7.4% | +0.8% | -7.3% |
| 1Y | -15.6% | -18.4% | +2.8% | -13.7% |
| 3Y | -33.7% | +19.0% | -52.6% | -41.6% |
| 5Y | -46.6% | +73.4% | -120.0% | -59.6% |
| All | +6.1% | +1,060.3% | -1,054.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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