+2,808.6%
CDNS vs CG
+278.1%
+2,530.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +2.8% |
| 7D | +7.0% | -1.5% | +8.5% | +7.6% |
| 30D | -0.3% | +5.7% | -6.0% | -2.6% |
| 3M | +3.2% | -17.9% | +21.0% | +10.2% |
| 6M | -6.9% | -20.2% | +13.3% | 0.0% |
| YTD | +6.6% | -32.0% | +38.6% | +20.7% |
| 1Y | +5.6% | -27.0% | +32.7% | +16.4% |
| 3Y | +27.4% | +42.8% | -15.3% | +6.5% |
| 5Y | +83.7% | -23.4% | +107.1% | +84.5% |
| 10Y | +1,215.9% | +278.2% | +937.7% | +721.0% |
| All | +2,808.6% | +278.1% | +2,530.5% | +1,672.1% |
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