+1,242.9%
CDNS vs CFG
+248.3%
+994.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +4.4% |
| 7D | +2.1% | +0.3% | +1.9% | +2.1% |
| 30D | -4.6% | +3.2% | -7.8% | -5.4% |
| 3M | -0.8% | -9.7% | +8.9% | +1.7% |
| 6M | -7.2% | +3.6% | -10.8% | -8.4% |
| YTD | +7.7% | +14.7% | -7.0% | +3.3% |
| 1Y | +3.5% | +29.6% | -26.0% | -3.8% |
| 3Y | +31.2% | +190.6% | -159.3% | -1.9% |
| 5Y | +84.5% | +67.1% | +17.5% | +55.0% |
| 10Y | +1,242.9% | +237.0% | +1,005.9% | +883.1% |
| All | +1,242.9% | +248.3% | +994.6% | +883.1% |
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