+1,206.6%
CDNS vs CAG
-38.0%
+1,244.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.3% |
| 7D | +7.0% | -6.2% | +13.2% | +7.4% |
| 30D | -0.3% | +7.4% | -7.7% | -0.8% |
| 3M | +3.2% | -1.6% | +4.8% | +3.1% |
| 6M | -6.9% | +6.3% | -13.2% | -7.6% |
| YTD | +6.6% | -10.1% | +16.7% | +7.3% |
| 1Y | +5.6% | -10.2% | +15.9% | +6.2% |
| 3Y | +27.4% | -37.3% | +64.7% | +31.6% |
| 5Y | +83.7% | -41.6% | +125.3% | +89.8% |
| All | +1,206.6% | -38.0% | +1,244.7% | +1,185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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