-21.3%
CDNS vs AG
+124.1%
-145.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | -7.2% | -0.1% | -7.1% | -7.2% |
| 30D | -14.3% | +12.5% | -26.7% | -15.7% |
| 3M | -27.2% | +28.2% | -55.3% | -30.0% |
| 6M | -4.5% | -18.8% | +14.3% | -3.5% |
| YTD | -9.0% | +27.4% | -36.3% | -13.1% |
| 1Y | -21.3% | +132.2% | -153.5% | -32.6% |
| All | -21.3% | +124.1% | -145.4% | -32.6% |
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