+4.3%
CDNS vs CFG
+28.5%
-24.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | -5.5% | +3.1% | -8.6% | -6.0% |
| 3M | +0.5% | -9.7% | +10.2% | +2.7% |
| 6M | -9.6% | +6.7% | -16.3% | -10.9% |
| YTD | +5.3% | +15.2% | -9.8% | +1.8% |
| All | +4.3% | +28.5% | -24.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling