+1,235.1%
CDNS vs SPG
+117.2%
+1,117.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | +2.4% | +5.6% | -3.1% | +1.4% |
| 30D | -6.0% | +17.6% | -23.6% | -9.0% |
| 3M | -0.1% | +7.5% | -7.5% | -1.6% |
| 6M | -8.6% | +18.5% | -27.1% | -12.0% |
| YTD | +6.1% | +30.9% | -24.8% | -0.2% |
| 1Y | +0.8% | +34.1% | -33.3% | -5.7% |
| 3Y | +26.8% | +135.5% | -108.7% | +5.8% |
| 5Y | +86.9% | +86.5% | +0.3% | +60.2% |
| 10Y | +1,235.1% | +116.1% | +1,119.0% | +1,085.0% |
| All | +1,235.1% | +117.2% | +1,117.9% | +1,085.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling