+2,261.7%
CDNS vs AGI
+5,381.0%
-3,119.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.8% |
| 7D | -9.2% | +4.4% | -13.6% | -9.5% |
| 30D | -16.3% | +10.0% | -26.2% | -16.8% |
| 3M | -27.9% | +1.7% | -29.7% | -28.2% |
| 6M | -4.3% | -26.8% | +22.5% | -2.7% |
| YTD | -9.1% | -5.3% | -3.8% | -9.3% |
| 1Y | -21.2% | +11.5% | -32.7% | -22.4% |
| 3Y | +19.4% | +212.9% | -193.5% | +9.8% |
| 5Y | +71.6% | +388.8% | -317.2% | +52.8% |
| 10Y | +1,005.1% | +383.6% | +621.5% | +856.1% |
| All | +2,261.7% | +5,381.0% | -3,119.3% | +1,756.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling