-15.4%
CMCSA vs CDNS
-2.5%
-12.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -1.0% |
| 7D | -2.1% | -14.0% | +11.9% | -3.4% |
| 30D | +7.0% | -13.2% | +20.2% | +5.7% |
| 3M | +15.1% | -28.9% | +44.0% | +10.1% |
| 6M | -15.4% | -4.2% | -11.2% | -14.5% |
| All | -15.4% | -2.5% | -12.9% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling