+2.2%
CDNS vs SGI
-33.4%
+35.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +1.0% | -5.3% | +6.3% | +2.0% |
| 30D | -2.0% | -2.1% | +0.1% | -1.9% |
| 3M | -0.2% | -8.2% | +7.9% | +1.1% |
| 6M | -8.9% | -4.6% | -4.3% | -9.5% |
| YTD | +3.3% | -31.5% | +34.8% | +16.8% |
| 1Y | +2.2% | -30.8% | +33.0% | +15.8% |
| All | +2.2% | -33.4% | +35.6% | +15.8% |
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