+1,026.7%
CDNS vs CAG
-35.7%
+1,062.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | -6.5% | -5.9% | -0.6% | -6.1% |
| 30D | -13.0% | -1.5% | -11.5% | -13.0% |
| 3M | -26.0% | +11.5% | -37.5% | -26.8% |
| 6M | -2.8% | -15.7% | +12.8% | -1.3% |
| YTD | -8.8% | -10.2% | +1.4% | -8.2% |
| 1Y | -15.8% | -18.1% | +2.2% | -14.4% |
| 3Y | +19.7% | -39.4% | +59.1% | +24.6% |
| 5Y | +70.8% | -42.6% | +113.4% | +77.3% |
| All | +1,026.7% | -35.7% | +1,062.5% | +1,018.3% |
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