-1.1%
CDNS vs BTG
+24.4%
-25.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +0.4% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | -6.8% | -0.8% | -6.0% | -6.8% |
| 3M | -3.3% | +31.8% | -35.1% | -7.5% |
| 6M | -5.7% | +20.4% | -26.1% | -8.6% |
| YTD | +5.4% | +14.7% | -9.3% | +4.1% |
| 1Y | -1.1% | +29.4% | -30.5% | -4.3% |
| All | -1.1% | +24.4% | -25.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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