+942.4%
CDNS vs CSGP
+3,461.1%
-2,518.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.0% |
| 7D | -9.1% | +13.9% | -23.0% | -12.5% |
| 30D | -13.4% | +16.0% | -29.4% | -18.0% |
| 3M | -7.6% | +6.1% | -13.7% | -10.9% |
| 6M | -11.9% | -8.2% | -3.8% | -12.3% |
| YTD | -0.4% | -52.3% | +52.0% | +18.2% |
| 1Y | -4.9% | -54.5% | +49.6% | +14.1% |
| 3Y | +24.8% | -58.6% | +83.4% | +51.4% |
| 5Y | +75.0% | -61.5% | +136.5% | +113.9% |
| 10Y | +1,149.2% | +74.7% | +1,074.6% | +945.8% |
| All | +942.4% | +3,461.1% | -2,518.7% | +328.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling