+2.2%
CDNS vs BTSG
+112.2%
-110.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | +1.0% | +6.0% | -5.1% | +0.2% |
| 30D | -2.0% | +12.4% | -14.4% | -3.1% |
| 3M | -0.2% | +18.2% | -18.5% | -2.3% |
| 6M | -8.9% | +26.0% | -34.9% | -15.5% |
| YTD | +3.3% | +90.1% | -86.8% | -15.9% |
| 1Y | +2.2% | +124.3% | -122.1% | -13.8% |
| All | +2.2% | +112.2% | -110.0% | -13.8% |
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