+1,235.1%
CDNS vs CSGP
+61.5%
+1,173.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -0.3% |
| 7D | +2.4% | -3.2% | +5.6% | +3.7% |
| 30D | -6.0% | +2.2% | -8.2% | -8.9% |
| 3M | -0.1% | -3.7% | +3.6% | -1.8% |
| 6M | -8.6% | -7.4% | -1.1% | -9.7% |
| YTD | +6.1% | -54.9% | +61.0% | +44.3% |
| 1Y | +0.8% | -54.9% | +55.7% | +36.7% |
| 3Y | +26.8% | -61.9% | +88.7% | +79.4% |
| 5Y | +86.9% | -63.1% | +150.0% | +160.0% |
| 10Y | +1,235.1% | +65.1% | +1,170.0% | +796.7% |
| All | +1,235.1% | +61.5% | +1,173.7% | +796.7% |
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