+1,703.4%
CDNS vs AG
+288.7%
+1,414.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | -0.8% |
| 7D | +2.4% | +6.0% | -3.5% | +1.7% |
| 30D | -6.0% | -13.5% | +7.5% | -4.4% |
| 3M | -0.1% | -20.7% | +20.6% | +2.4% |
| 6M | -8.6% | -31.5% | +23.0% | -5.2% |
| YTD | +6.1% | -10.1% | +16.2% | +5.2% |
| 1Y | +0.8% | +26.0% | -25.2% | -4.2% |
| 3Y | +26.8% | +228.9% | -202.1% | +3.7% |
| 5Y | +86.9% | +8.7% | +78.2% | +68.1% |
| 10Y | +1,235.1% | +71.9% | +1,163.2% | +935.1% |
| All | +1,703.4% | +288.7% | +1,414.6% | +562.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling