+1,044.2%
CDNS vs AG
+68.4%
+975.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.9% |
| 7D | -1.1% | -6.7% | +5.6% | -0.4% |
| 30D | -10.4% | +2.2% | -12.6% | -10.8% |
| 3M | -24.6% | +15.7% | -40.3% | -26.1% |
| 6M | -1.6% | -23.8% | +22.2% | +0.2% |
| YTD | -7.4% | +17.6% | -25.1% | -10.5% |
| 1Y | -18.4% | +88.6% | -107.0% | -25.5% |
| 3Y | +19.0% | +253.4% | -234.5% | -1.2% |
| 5Y | +73.4% | +62.4% | +11.0% | +50.7% |
| All | +1,044.2% | +68.4% | +975.9% | +868.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling