+19.0%
CDNS vs AGG
+12.5%
+6.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -1.1% | -1.1% | -0.1% | -0.3% |
| 30D | -10.4% | -1.1% | -9.3% | -9.6% |
| 3M | -24.6% | -1.9% | -22.7% | -23.4% |
| 6M | -1.6% | -1.7% | +0.1% | -0.2% |
| YTD | -7.4% | -1.3% | -6.1% | -6.4% |
| 1Y | -18.4% | -0.7% | -17.7% | -17.8% |
| 3Y | +19.0% | +12.5% | +6.5% | +7.9% |
| All | +19.0% | +12.5% | +6.5% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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