+1,742.6%
CDNS vs SGI
+1,798.9%
-56.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +1.0% | -5.3% | +6.3% | +2.3% |
| 30D | -2.0% | -2.1% | +0.1% | -1.8% |
| 3M | -0.2% | -8.2% | +7.9% | +1.2% |
| 6M | -8.9% | -4.6% | -4.3% | -8.9% |
| YTD | +3.3% | -31.5% | +34.8% | +11.6% |
| 1Y | +2.2% | -30.8% | +33.0% | +10.1% |
| 3Y | +22.4% | +67.2% | -44.8% | +4.1% |
| 5Y | +78.0% | +42.5% | +35.5% | +53.1% |
| 10Y | +1,175.2% | +321.9% | +853.3% | +644.8% |
| All | +1,742.6% | +1,798.9% | -56.3% | +393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling