+19.4%
CDNS vs SGI
+59.4%
-40.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -9.2% | +9.3% | -18.5% | -11.7% |
| 30D | -16.3% | +6.9% | -23.1% | -18.0% |
| 3M | -27.9% | +2.8% | -30.8% | -29.0% |
| 6M | -4.3% | -12.6% | +8.3% | -1.6% |
| YTD | -9.1% | -21.5% | +12.4% | -3.0% |
| 1Y | -21.2% | -18.8% | -2.5% | -17.2% |
| 3Y | +19.4% | +60.8% | -41.5% | +2.8% |
| All | +19.4% | +59.4% | -40.0% | +2.8% |
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 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