-1.1%
CDNS vs AJG
+19.3%
-20.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +2.5% |
| 7D | -3.8% | +10.7% | -14.5% | -2.4% |
| 30D | -6.8% | +26.9% | -33.7% | -4.4% |
| 3M | -3.3% | +16.6% | -19.8% | -1.3% |
| 6M | -5.7% | +40.1% | -45.9% | -3.8% |
| YTD | +5.4% | +12.4% | -7.0% | +3.5% |
| 1Y | -1.1% | +15.9% | -17.0% | -1.6% |
| All | -1.1% | +19.3% | -20.4% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling