-18.4%
CDNS vs BTSG
+113.2%
-131.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | -10.4% | -1.6% | -8.9% | -10.4% |
| 3M | -24.6% | -6.9% | -17.7% | -25.3% |
| 6M | -1.6% | +42.1% | -43.7% | -15.8% |
| YTD | -7.4% | +56.8% | -64.2% | -22.7% |
| 1Y | -18.4% | +109.8% | -128.2% | -38.3% |
| All | -18.4% | +113.2% | -131.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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