+1,754.6%
CDNS vs CFG
+347.0%
+1,407.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.0% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -10.2% | +1.1% | -11.2% | -10.4% |
| 3M | -5.5% | -12.0% | +6.5% | -2.4% |
| 6M | -9.9% | -2.2% | -7.6% | -9.7% |
| YTD | +2.3% | +11.4% | -9.1% | -1.2% |
| 1Y | -1.4% | +27.8% | -29.2% | -8.3% |
| 3Y | +28.1% | +173.3% | -145.2% | -3.8% |
| 5Y | +79.7% | +62.4% | +17.3% | +51.1% |
| 10Y | +1,183.3% | +249.6% | +933.7% | +670.7% |
| All | +1,754.6% | +347.0% | +1,407.6% | +932.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling