+83.7%
CDNS vs CAG
-41.2%
+124.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +0.9% |
| 7D | +7.0% | -6.2% | +13.2% | +6.0% |
| 30D | -0.3% | +7.4% | -7.7% | +1.0% |
| 3M | +3.2% | -1.6% | +4.8% | +3.4% |
| 6M | -6.9% | +6.3% | -13.2% | -5.5% |
| YTD | +6.6% | -10.1% | +16.7% | +7.0% |
| 1Y | +5.6% | -10.2% | +15.9% | +6.0% |
| 3Y | +27.4% | -37.3% | +64.7% | +23.3% |
| 5Y | +83.7% | -41.6% | +125.3% | +75.7% |
| All | +83.7% | -41.2% | +124.9% | +75.7% |
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