+19.4%
CDNS vs CG
+56.8%
-37.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.8% | -2.1% |
| 7D | -9.2% | -1.3% | -8.0% | -8.8% |
| 30D | -16.3% | -3.2% | -13.1% | -15.3% |
| 3M | -27.9% | +6.2% | -34.2% | -29.9% |
| 6M | -4.3% | -4.7% | +0.3% | -3.3% |
| YTD | -9.1% | -20.6% | +11.5% | -2.1% |
| 1Y | -21.2% | -26.4% | +5.1% | -13.0% |
| 3Y | +19.4% | +55.4% | -36.0% | +3.1% |
| All | +19.4% | +56.8% | -37.4% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling