+1,044.2%
CDNS vs SGI
+270.1%
+774.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -1.1% | -4.5% | +3.3% | 0.0% |
| 30D | -10.4% | +4.2% | -14.6% | -11.5% |
| 3M | -24.6% | -7.4% | -17.1% | -23.5% |
| 6M | -1.6% | -15.1% | +13.4% | +1.3% |
| YTD | -7.4% | -24.7% | +17.3% | -1.8% |
| 1Y | -18.4% | -21.8% | +3.3% | -14.6% |
| 3Y | +19.0% | +50.0% | -31.1% | +4.5% |
| 5Y | +73.4% | +48.9% | +24.5% | +46.9% |
| All | +1,044.2% | +270.1% | +774.1% | +633.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling