+2,567.7%
CDNS vs BTG
+378.0%
+2,189.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | -0.1% | -2.7% |
| 7D | -9.2% | +4.8% | -14.0% | -9.6% |
| 30D | -16.3% | +8.3% | -24.6% | -16.8% |
| 3M | -27.9% | +32.3% | -60.2% | -29.7% |
| 6M | -4.3% | +3.0% | -7.3% | -5.1% |
| YTD | -9.1% | +21.9% | -31.0% | -11.2% |
| 1Y | -21.2% | +28.2% | -49.4% | -23.6% |
| 3Y | +19.4% | +99.9% | -80.5% | +10.7% |
| 5Y | +71.6% | +73.6% | -1.9% | +59.6% |
| 10Y | +1,005.1% | +136.5% | +868.5% | +885.3% |
| All | +2,567.7% | +378.0% | +2,189.7% | +1,915.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling