+2,218.4%
CDNS vs HIG
+1,002.1%
+1,216.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | -14.0% | +0.3% | -14.3% | -14.1% |
| 30D | -13.2% | -3.2% | -9.9% | -12.5% |
| 3M | -28.9% | +9.1% | -38.0% | -30.7% |
| 6M | -4.2% | -1.8% | -2.4% | -4.2% |
| YTD | -6.4% | +1.8% | -8.1% | -7.4% |
| 1Y | -16.2% | +4.6% | -20.8% | -17.8% |
| 3Y | +20.2% | +101.6% | -81.5% | -0.4% |
| 5Y | +76.6% | +124.5% | -47.9% | +41.8% |
| 10Y | +1,029.7% | +317.8% | +711.9% | +640.1% |
| All | +2,218.4% | +1,002.1% | +1,216.4% | +605.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling