+5,887.0%
CDNS vs CAG
+604.9%
+5,282.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -14.0% | -3.8% | -10.2% | -13.3% |
| 30D | -13.2% | +3.1% | -16.3% | -13.9% |
| 3M | -28.9% | +23.5% | -52.4% | -32.5% |
| 6M | -4.2% | -14.8% | +10.7% | -1.5% |
| YTD | -6.4% | -5.4% | -0.9% | -6.4% |
| 1Y | -16.2% | -11.8% | -4.4% | -15.1% |
| 3Y | +20.2% | -36.7% | +56.8% | +28.9% |
| 5Y | +76.6% | -40.3% | +116.9% | +89.7% |
| 10Y | +1,029.7% | -37.0% | +1,066.7% | +1,038.3% |
| All | +5,887.0% | +604.9% | +5,282.2% | +2,162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling