+71.5%
CDNS vs CAG
-41.8%
+113.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -7.2% | -6.6% | -0.6% | -7.9% |
| 30D | -14.3% | +2.3% | -16.6% | -14.0% |
| 3M | -27.2% | +16.3% | -43.5% | -25.8% |
| 6M | -4.5% | -16.0% | +11.5% | -5.3% |
| YTD | -9.0% | -7.7% | -1.3% | -8.8% |
| 1Y | -21.3% | -16.0% | -5.3% | -21.6% |
| 3Y | +19.6% | -37.7% | +57.3% | +15.9% |
| 5Y | +71.5% | -41.2% | +112.8% | +64.3% |
| All | +71.5% | -41.8% | +113.3% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling