+2.5%
CMCSA vs CDNS
-7.7%
+10.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.8% |
| 7D | -0.6% | +7.0% | -7.6% | -0.2% |
| 30D | +18.8% | -0.3% | +19.0% | +18.9% |
| 3M | -1.1% | +3.2% | -4.3% | -1.0% |
| 6M | +2.5% | -6.9% | +9.4% | +2.3% |
| All | +2.5% | -7.7% | +10.2% | +2.3% |
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