+70.8%
CDNS vs BTG
+75.0%
-4.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.6% |
| 7D | -6.5% | -5.5% | -1.1% | -5.7% |
| 30D | -13.0% | +6.1% | -19.1% | -13.8% |
| 3M | -26.0% | +38.6% | -64.7% | -30.1% |
| 6M | -2.8% | +0.7% | -3.5% | -4.0% |
| YTD | -8.8% | +20.3% | -29.2% | -12.8% |
| 1Y | -15.8% | +25.0% | -40.9% | -20.7% |
| 3Y | +19.7% | +97.3% | -77.6% | +0.9% |
| 5Y | +70.8% | +78.3% | -7.6% | +45.6% |
| All | +70.8% | +75.0% | -4.2% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling