+1,026.7%
CDNS vs AIG
+65.5%
+961.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.5% | -2.4% | -4.2% | -5.9% |
| 30D | -13.0% | -2.9% | -10.1% | -12.3% |
| 3M | -26.0% | +0.8% | -26.8% | -26.3% |
| 6M | -2.8% | -2.7% | -0.2% | -2.6% |
| YTD | -8.8% | -11.2% | +2.4% | -6.5% |
| 1Y | -15.8% | -1.5% | -14.3% | -16.5% |
| 3Y | +19.7% | +34.4% | -14.6% | +8.0% |
| 5Y | +70.8% | +54.4% | +16.3% | +46.2% |
| All | +1,026.7% | +65.5% | +961.2% | +741.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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