+17.1%
CDNS vs SCHG
+84.7%
-67.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.7% |
| 7D | -6.5% | -2.7% | -3.8% | -3.1% |
| 30D | -13.0% | -2.2% | -10.8% | -10.4% |
| 3M | -26.0% | +6.2% | -32.2% | -31.4% |
| 6M | -2.8% | +13.4% | -16.2% | -16.5% |
| YTD | -8.8% | +7.1% | -15.9% | -15.6% |
| 1Y | -15.8% | +12.5% | -28.3% | -26.8% |
| All | +17.1% | +84.7% | -67.5% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling