+6,507.0%
CDNS vs CAG
+578.5%
+5,928.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.4% |
| 7D | +1.0% | -3.3% | +4.3% | +1.7% |
| 30D | -2.0% | +7.7% | -9.6% | -4.0% |
| 3M | -0.2% | -3.2% | +2.9% | -0.2% |
| 6M | -8.9% | +7.0% | -15.9% | -11.4% |
| YTD | +3.3% | -9.0% | +12.3% | +3.6% |
| 1Y | +2.2% | -9.6% | +11.8% | +2.5% |
| 3Y | +22.4% | -36.0% | +58.4% | +30.1% |
| 5Y | +78.0% | -40.9% | +118.9% | +90.3% |
| 10Y | +1,175.2% | -37.3% | +1,212.5% | +1,178.3% |
| All | +6,507.0% | +578.5% | +5,928.5% | +2,402.0% |
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