+1,044.2%
CDNS vs CG
+314.7%
+729.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +2.2% |
| 7D | -1.1% | -9.9% | +8.7% | +3.1% |
| 30D | -10.4% | -11.7% | +1.2% | -6.0% |
| 3M | -24.6% | -4.3% | -20.3% | -23.7% |
| 6M | -1.6% | -8.8% | +7.1% | +1.2% |
| YTD | -7.4% | -26.9% | +19.4% | +3.6% |
| 1Y | -18.4% | -35.4% | +17.0% | -4.3% |
| 3Y | +19.0% | +43.0% | -24.1% | -4.0% |
| 5Y | +73.4% | +1.9% | +71.5% | +56.2% |
| All | +1,044.2% | +314.7% | +729.5% | +581.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling