-48.2%
CMCSA vs CDNS
+71.8%
-119.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -8.3% | -7.2% | -1.1% | -7.4% |
| 30D | -2.4% | -14.3% | +11.8% | -0.6% |
| 3M | +4.5% | -27.2% | +31.7% | +8.6% |
| 6M | -18.8% | -4.5% | -14.3% | -19.3% |
| YTD | -8.9% | -9.0% | 0.0% | -9.2% |
| 1Y | -18.3% | -21.3% | +3.0% | -16.6% |
| 3Y | -35.0% | +19.6% | -54.5% | -41.8% |
| 5Y | -48.2% | +71.5% | -119.7% | -60.2% |
| All | -48.2% | +71.8% | -119.9% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling