+1,026.7%
CDNS vs HIG
+315.0%
+711.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -6.5% | -2.3% | -4.3% | -6.0% |
| 30D | -13.0% | -1.2% | -11.8% | -12.8% |
| 3M | -26.0% | +6.3% | -32.3% | -27.4% |
| 6M | -2.8% | +0.6% | -3.4% | -3.5% |
| YTD | -8.8% | +0.6% | -9.5% | -9.6% |
| 1Y | -15.8% | +6.1% | -21.9% | -18.0% |
| 3Y | +19.7% | +102.0% | -82.2% | -3.8% |
| 5Y | +70.8% | +119.2% | -48.4% | +33.0% |
| All | +1,026.7% | +315.0% | +711.7% | +642.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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