-16.2%
CDNS vs SPG
+21.3%
-37.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -4.1% |
| 7D | -14.0% | -2.4% | -11.6% | -14.3% |
| 30D | -13.2% | -6.8% | -6.3% | -14.1% |
| 3M | -28.9% | +2.7% | -31.6% | -28.8% |
| 6M | -4.2% | +5.5% | -9.6% | -4.7% |
| YTD | -6.4% | +15.7% | -22.1% | -7.7% |
| 1Y | -16.2% | +20.9% | -37.1% | -19.8% |
| All | -16.2% | +21.3% | -37.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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