-16.2%
CDNS vs AG
+125.2%
-141.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.7% |
| 7D | -14.0% | +1.0% | -15.0% | -14.1% |
| 30D | -13.2% | +19.2% | -32.3% | -15.3% |
| 3M | -28.9% | +6.2% | -35.1% | -29.9% |
| 6M | -4.2% | -26.7% | +22.5% | -1.9% |
| YTD | -6.4% | +26.1% | -32.5% | -10.5% |
| 1Y | -16.2% | +131.7% | -147.9% | -27.5% |
| All | -16.2% | +125.2% | -141.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling