+4.7%
CMCSA vs CDNS
+1,098.6%
-1,093.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +2.1% |
| 7D | +3.2% | +1.0% | +2.2% | +2.9% |
| 30D | +19.5% | -2.0% | +21.5% | +19.6% |
| 3M | -2.4% | -0.2% | -2.2% | -3.1% |
| 6M | +3.8% | -8.9% | +12.7% | +4.4% |
| YTD | -5.4% | +3.3% | -8.7% | -8.7% |
| 1Y | +1.1% | +2.2% | -1.1% | -2.3% |
| 3Y | -27.1% | +22.4% | -49.5% | -36.0% |
| 5Y | -40.3% | +78.0% | -118.3% | -54.7% |
| All | +4.7% | +1,098.6% | -1,093.8% | -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