+2,236.9%
CMCSA vs CDNS
+6,098.4%
-3,861.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.2% |
| 7D | -2.1% | -14.0% | +11.9% | +0.9% |
| 30D | +7.0% | -13.2% | +20.2% | +10.0% |
| 3M | +15.1% | -28.9% | +44.0% | +22.8% |
| 6M | -15.4% | -4.2% | -11.2% | -15.8% |
| YTD | -1.9% | -6.4% | +4.5% | -2.5% |
| 1Y | -12.7% | -16.2% | +3.5% | -11.5% |
| 3Y | -31.0% | +20.2% | -51.2% | -37.0% |
| 5Y | -46.1% | +76.6% | -122.7% | -55.6% |
| 10Y | +10.8% | +1,029.7% | -1,018.8% | -39.7% |
| All | +2,236.9% | +6,098.4% | -3,861.5% | +509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling