+2,773.1%
CDNS vs CG
+295.0%
+2,478.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -0.1% | -3.8% | +3.7% | +1.4% |
| 30D | -5.5% | +7.5% | -13.0% | -8.2% |
| 3M | +0.5% | -14.4% | +14.9% | +5.8% |
| 6M | -9.6% | -15.7% | +6.1% | -4.8% |
| YTD | +5.3% | -29.0% | +34.3% | +17.4% |
| 1Y | +3.4% | -22.1% | +25.5% | +11.3% |
| 3Y | +25.9% | +49.1% | -23.3% | +3.6% |
| 5Y | +85.8% | -18.4% | +104.2% | +82.6% |
| 10Y | +1,199.9% | +295.1% | +904.8% | +698.8% |
| All | +2,773.1% | +295.0% | +2,478.1% | +1,624.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling