-35.3%
CMCSA vs CDNS
+19.2%
-54.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -8.3% | -7.2% | -1.1% | -8.0% |
| 30D | -2.4% | -14.3% | +11.8% | -1.9% |
| 3M | +4.5% | -27.2% | +31.7% | +5.7% |
| 6M | -18.8% | -4.5% | -14.3% | -19.2% |
| YTD | -8.9% | -9.0% | 0.0% | -9.3% |
| 1Y | -18.3% | -21.3% | +3.0% | -17.6% |
| All | -35.3% | +19.2% | -54.5% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling