+2,017.0%
CDNS vs AGG
+96.1%
+1,920.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -6.5% | -0.9% | -5.6% | -6.5% |
| 30D | -13.0% | -1.0% | -12.0% | -12.9% |
| 3M | -26.0% | -1.3% | -24.7% | -26.0% |
| 6M | -2.8% | -2.1% | -0.8% | -2.7% |
| YTD | -8.8% | -1.2% | -7.6% | -8.8% |
| 1Y | -15.8% | -0.5% | -15.3% | -15.8% |
| 3Y | +19.7% | +12.4% | +7.3% | +19.6% |
| 5Y | +70.8% | -2.4% | +73.2% | +64.2% |
| 10Y | +1,038.0% | +14.3% | +1,023.7% | +1,082.0% |
| All | +2,017.0% | +96.1% | +1,920.9% | +2,602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling