+1,166.2%
CDNS vs SGI
+319.5%
+846.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +1.0% | -5.3% | +6.3% | +2.4% |
| 30D | -2.0% | -2.1% | +0.1% | -1.8% |
| 3M | -0.2% | -8.2% | +7.9% | +1.3% |
| 6M | -8.9% | -4.6% | -4.3% | -8.9% |
| YTD | +3.3% | -31.5% | +34.8% | +11.9% |
| 1Y | +2.2% | -30.8% | +33.0% | +10.3% |
| 3Y | +22.4% | +67.2% | -44.8% | +3.8% |
| 5Y | +78.0% | +42.5% | +35.5% | +51.2% |
| All | +1,166.2% | +319.5% | +846.7% | +702.9% |
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