+71.5%
CDNS vs CG
+5.5%
+66.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.9% |
| 7D | -7.2% | -6.4% | -0.8% | -4.5% |
| 30D | -14.3% | -7.1% | -7.2% | -11.7% |
| 3M | -27.2% | -1.6% | -25.6% | -27.2% |
| 6M | -4.5% | -8.3% | +3.8% | -1.8% |
| YTD | -9.0% | -23.8% | +14.8% | +0.9% |
| 1Y | -21.3% | -28.7% | +7.4% | -10.8% |
| 3Y | +19.6% | +49.2% | -29.6% | -8.6% |
| 5Y | +71.5% | +5.5% | +66.0% | +58.0% |
| All | +71.5% | +5.5% | +66.0% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling