+75.8%
CDNS vs AIG
+53.2%
+22.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -1.1% | -1.2% | 0.0% | -0.8% |
| 30D | -10.4% | -1.1% | -9.4% | -10.2% |
| 3M | -24.6% | +0.7% | -25.3% | -25.0% |
| 6M | -1.6% | -2.2% | +0.5% | -1.5% |
| YTD | -7.4% | -10.8% | +3.4% | -4.8% |
| 1Y | -18.4% | -2.0% | -16.4% | -19.2% |
| 3Y | +19.0% | +34.8% | -15.9% | +4.2% |
| All | +75.8% | +53.2% | +22.6% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling