+1,032.7%
CDNS vs CSGP
+45.2%
+987.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.9% |
| 7D | -14.0% | -4.1% | -9.9% | -12.4% |
| 30D | -13.2% | +2.3% | -15.5% | -14.7% |
| 3M | -28.9% | -8.2% | -20.7% | -27.5% |
| 6M | -4.2% | -35.1% | +30.9% | +14.2% |
| YTD | -6.4% | -54.0% | +47.7% | +29.6% |
| 1Y | -16.2% | -65.3% | +49.1% | +32.3% |
| 3Y | +20.2% | -62.6% | +82.7% | +76.0% |
| 5Y | +76.6% | -64.8% | +141.5% | +158.9% |
| All | +1,032.7% | +45.2% | +987.5% | +737.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling