+1,026.7%
CDNS vs AGI
+388.9%
+637.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.5% |
| 7D | -6.5% | -5.3% | -1.3% | -6.0% |
| 30D | -13.0% | +6.8% | -19.8% | -13.6% |
| 3M | -26.0% | +8.3% | -34.3% | -26.8% |
| 6M | -2.8% | -29.2% | +26.4% | -0.1% |
| YTD | -8.8% | -7.3% | -1.6% | -9.0% |
| 1Y | -15.8% | +8.0% | -23.9% | -17.4% |
| 3Y | +19.7% | +206.6% | -186.8% | +5.9% |
| 5Y | +70.8% | +398.1% | -327.4% | +44.1% |
| All | +1,026.7% | +388.9% | +637.8% | +861.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling