-21.5%
CDNS vs CFG
+39.4%
-60.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -29.6% |
| 6M | -4.3% | +22.2% | -26.6% | -10.1% |
| YTD | -9.1% | +22.3% | -31.4% | -14.5% |
| All | -21.5% | +39.4% | -60.8% | -29.3% |
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