+1,166.2%
CDNS vs HIG
+261.7%
+904.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +1.0% | +2.6% | -1.6% | +0.3% |
| 30D | -2.0% | +4.2% | -6.1% | -3.2% |
| 3M | -0.2% | +0.2% | -0.4% | -0.6% |
| 6M | -8.9% | +4.6% | -13.5% | -10.6% |
| YTD | +3.3% | +1.1% | +2.2% | +2.1% |
| 1Y | +2.2% | +4.7% | -2.5% | -0.2% |
| 3Y | +22.4% | +95.5% | -73.1% | -0.9% |
| 5Y | +78.0% | +111.7% | -33.6% | +39.8% |
| All | +1,166.2% | +261.7% | +904.5% | +817.6% |
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