+1,026.7%
CDNS vs AG
+73.4%
+953.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.6% |
| 7D | -6.5% | -5.8% | -0.7% | -5.9% |
| 30D | -13.0% | +6.4% | -19.4% | -13.7% |
| 3M | -26.0% | +28.4% | -54.4% | -28.3% |
| 6M | -2.8% | -24.5% | +21.6% | -0.9% |
| YTD | -8.8% | +21.2% | -30.0% | -12.1% |
| 1Y | -15.8% | +114.1% | -129.9% | -24.1% |
| 3Y | +19.7% | +268.0% | -248.3% | -1.0% |
| 5Y | +70.8% | +67.3% | +3.4% | +47.9% |
| All | +1,026.7% | +73.4% | +953.3% | +850.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling