+22.4%
CDNS vs CFG
+191.5%
-169.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +1.0% | +3.2% | -2.2% | 0.0% |
| 30D | -2.0% | +5.1% | -7.1% | -3.4% |
| 3M | -0.2% | -11.2% | +11.0% | +3.3% |
| 6M | -8.9% | +9.6% | -18.5% | -11.8% |
| YTD | +3.3% | +15.0% | -11.6% | -1.9% |
| 1Y | +2.2% | +29.9% | -27.6% | -6.8% |
| 3Y | +22.4% | +192.1% | -169.7% | -3.4% |
| All | +22.4% | +191.5% | -169.1% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling