+26.8%
CDNS vs SGI
+76.5%
-49.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | 0.0% |
| 7D | +2.4% | -3.9% | +6.4% | +3.4% |
| 30D | -6.0% | +0.9% | -7.0% | -6.7% |
| 3M | -0.1% | -2.9% | +2.8% | 0.0% |
| 6M | -8.6% | -9.0% | +0.4% | -7.4% |
| YTD | +6.1% | -29.2% | +35.3% | +16.1% |
| 1Y | +0.8% | -32.3% | +33.1% | +11.8% |
| 3Y | +26.8% | +72.4% | -45.6% | +9.9% |
| All | +26.8% | +76.5% | -49.7% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling