+1,157.5%
CDNS vs CSGP
+63.3%
+1,094.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.7% | +7.4% | +4.6% |
| 7D | -2.4% | +1.3% | -3.7% | -3.1% |
| 30D | -10.2% | +10.7% | -20.9% | -16.1% |
| 3M | -5.5% | +3.3% | -8.7% | -10.0% |
| 6M | -9.9% | -10.3% | +0.5% | -9.8% |
| YTD | +2.3% | -54.6% | +56.9% | +38.8% |
| 1Y | -1.4% | -54.6% | +53.3% | +33.3% |
| 3Y | +28.1% | -60.3% | +88.4% | +77.4% |
| 5Y | +79.7% | -63.3% | +143.0% | +151.1% |
| All | +1,157.5% | +63.3% | +1,094.2% | +751.0% |
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