+1,596.8%
CDNS vs CFG
+396.4%
+1,200.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -14.0% | +1.5% | -15.5% | -14.4% |
| 30D | -13.2% | -3.8% | -9.3% | -12.3% |
| 3M | -28.9% | +11.5% | -40.4% | -31.0% |
| 6M | -4.2% | +19.2% | -23.4% | -8.9% |
| YTD | -6.4% | +23.7% | -30.1% | -12.0% |
| 1Y | -16.2% | +38.8% | -55.1% | -23.8% |
| 3Y | +20.2% | +178.9% | -158.7% | -10.5% |
| 5Y | +76.6% | +101.8% | -25.2% | +40.2% |
| 10Y | +1,029.7% | +317.3% | +712.4% | +543.5% |
| All | +1,596.8% | +396.4% | +1,200.5% | +819.9% |
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