-16.2%
CDNS vs SGI
-17.2%
+0.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -14.0% | +8.5% | -22.6% | -15.5% |
| 30D | -13.2% | +0.7% | -13.8% | -13.3% |
| 3M | -28.9% | +0.6% | -29.5% | -29.1% |
| 6M | -4.2% | -17.9% | +13.8% | -0.6% |
| YTD | -6.4% | -21.2% | +14.8% | -0.5% |
| 1Y | -16.2% | -18.9% | +2.6% | -8.8% |
| All | -16.2% | -17.2% | +0.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling