+77.4%
CDNS vs CSGP
-64.7%
+142.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.1% |
| 7D | -14.0% | -4.1% | -9.9% | -12.7% |
| 30D | -13.2% | +2.3% | -15.5% | -14.4% |
| 3M | -28.9% | -8.2% | -20.7% | -27.6% |
| 6M | -4.2% | -35.1% | +30.9% | +11.5% |
| YTD | -6.4% | -54.0% | +47.7% | +24.1% |
| 1Y | -16.2% | -65.3% | +49.1% | +24.7% |
| 3Y | +20.2% | -62.6% | +82.7% | +67.5% |
| All | +77.4% | -64.7% | +142.1% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling