+1,005.1%
CDNS vs CFG
+313.6%
+691.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | -9.2% | +2.7% | -11.9% | -9.9% |
| 30D | -16.3% | -3.7% | -12.6% | -15.5% |
| 3M | -27.9% | +9.5% | -37.4% | -29.7% |
| 6M | -4.3% | +22.2% | -26.6% | -9.5% |
| YTD | -9.1% | +22.3% | -31.4% | -14.1% |
| 1Y | -21.2% | +39.4% | -60.7% | -28.2% |
| 3Y | +19.4% | +188.5% | -169.1% | -10.8% |
| 5Y | +71.6% | +101.5% | -29.9% | +37.6% |
| 10Y | +1,005.1% | +308.6% | +696.4% | +595.4% |
| All | +1,005.1% | +313.6% | +691.4% | +595.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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