+71.5%
CDNS vs SGI
+56.1%
+15.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -7.2% | +0.6% | -7.8% | -7.4% |
| 30D | -14.3% | +5.5% | -19.8% | -16.0% |
| 3M | -27.2% | -3.6% | -23.6% | -26.8% |
| 6M | -4.5% | -15.0% | +10.5% | -0.7% |
| YTD | -9.0% | -23.0% | +14.1% | -1.9% |
| 1Y | -21.3% | -18.4% | -2.9% | -17.5% |
| 3Y | +19.6% | +57.8% | -38.2% | -4.0% |
| 5Y | +71.5% | +51.5% | +20.1% | +37.1% |
| All | +71.5% | +56.1% | +15.4% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling