+19.0%
CDNS vs AJG
+8.2%
+10.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.6% |
| 7D | -1.1% | -8.3% | +7.1% | -0.6% |
| 30D | -10.4% | -5.7% | -4.8% | -10.2% |
| 3M | -24.6% | +9.1% | -33.7% | -25.3% |
| 6M | -1.6% | +15.2% | -16.8% | -3.2% |
| YTD | -7.4% | -6.3% | -1.1% | -7.4% |
| 1Y | -18.4% | -19.1% | +0.7% | -16.5% |
| 3Y | +19.0% | +8.2% | +10.7% | +7.7% |
| All | +19.0% | +8.2% | +10.8% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling