+1,026.7%
CDNS vs BTG
+158.3%
+868.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | -6.5% | -5.5% | -1.1% | -5.9% |
| 30D | -13.0% | +6.1% | -19.1% | -13.6% |
| 3M | -26.0% | +38.6% | -64.7% | -29.0% |
| 6M | -2.8% | +0.7% | -3.5% | -3.8% |
| YTD | -8.8% | +20.3% | -29.2% | -11.7% |
| 1Y | -15.8% | +25.0% | -40.9% | -19.3% |
| 3Y | +19.7% | +97.3% | -77.6% | +7.2% |
| 5Y | +70.8% | +78.3% | -7.6% | +52.9% |
| All | +1,026.7% | +158.3% | +868.4% | +912.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling