+1,026.7%
CDNS vs BG
+171.4%
+855.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -6.5% | +3.7% | -10.3% | -7.3% |
| 30D | -13.0% | +12.3% | -25.3% | -15.3% |
| 3M | -26.0% | -2.2% | -23.8% | -26.0% |
| 6M | -2.8% | +5.3% | -8.2% | -4.5% |
| YTD | -8.8% | +42.4% | -51.2% | -16.3% |
| 1Y | -15.8% | +55.2% | -71.0% | -24.7% |
| 3Y | +19.7% | +21.0% | -1.2% | +11.7% |
| 5Y | +70.8% | +87.1% | -16.4% | +38.6% |
| All | +1,026.7% | +171.4% | +855.3% | +655.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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