+1,110.0%
CDNS vs BG
+1,185.2%
-75.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -4.2% |
| 7D | -9.2% | +2.4% | -11.6% | -9.9% |
| 30D | -16.3% | +15.0% | -31.3% | -19.9% |
| 3M | -27.9% | -0.7% | -27.3% | -28.4% |
| 6M | -4.3% | +7.5% | -11.8% | -7.4% |
| YTD | -9.1% | +41.6% | -50.7% | -19.2% |
| 1Y | -21.2% | +50.7% | -71.9% | -31.8% |
| 3Y | +19.4% | +20.3% | -0.9% | +8.0% |
| 5Y | +71.6% | +85.2% | -13.6% | +31.5% |
| 10Y | +1,005.1% | +160.6% | +844.4% | +599.2% |
| All | +1,110.0% | +1,185.2% | -75.2% | +388.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling