+19.4%
CDNS vs AG
+272.3%
-252.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | -9.2% | +4.5% | -13.7% | -9.8% |
| 30D | -16.3% | +12.9% | -29.1% | -17.7% |
| 3M | -27.9% | +20.9% | -48.9% | -30.1% |
| 6M | -4.3% | -19.5% | +15.2% | -2.9% |
| YTD | -9.1% | +24.8% | -33.9% | -13.4% |
| 1Y | -21.2% | +120.2% | -141.5% | -31.0% |
| 3Y | +19.4% | +279.0% | -259.6% | -6.1% |
| All | +19.4% | +272.3% | -252.9% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling