+2,454.1%
CDNS vs CG
+351.2%
+2,102.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.4% |
| 7D | -14.0% | -4.3% | -9.7% | -12.6% |
| 30D | -13.2% | -5.1% | -8.1% | -11.6% |
| 3M | -28.9% | +8.7% | -37.6% | -31.4% |
| 6M | -4.2% | -9.2% | +5.1% | -1.5% |
| YTD | -6.4% | -18.9% | +12.5% | -0.2% |
| 1Y | -16.2% | -25.6% | +9.4% | -8.3% |
| 3Y | +20.2% | +57.3% | -37.1% | -2.9% |
| 5Y | +76.6% | +10.2% | +66.5% | +57.4% |
| 10Y | +1,029.7% | +364.2% | +665.5% | +559.6% |
| All | +2,454.1% | +351.2% | +2,102.9% | +1,365.9% |
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 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