+28.1%
CDNS vs CSGP
-60.4%
+88.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.7% | +7.4% | +3.5% |
| 7D | -2.4% | +1.3% | -3.7% | -2.7% |
| 30D | -10.2% | +10.7% | -20.9% | -13.3% |
| 3M | -5.5% | +3.3% | -8.7% | -7.9% |
| 6M | -9.9% | -10.3% | +0.5% | -9.2% |
| YTD | +2.3% | -54.6% | +56.9% | +26.1% |
| 1Y | -1.4% | -54.6% | +53.3% | +21.3% |
| 3Y | +28.1% | -60.3% | +88.4% | +59.2% |
| All | +28.1% | -60.4% | +88.5% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling