+21.2%
CDNS vs SPG
+111.2%
-90.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -14.0% | -2.4% | -11.6% | -13.4% |
| 30D | -13.2% | -6.8% | -6.3% | -11.3% |
| 3M | -28.9% | +2.7% | -31.6% | -30.0% |
| 6M | -4.2% | +5.5% | -9.6% | -6.8% |
| YTD | -6.4% | +15.7% | -22.1% | -12.5% |
| 1Y | -16.2% | +20.9% | -37.1% | -23.3% |
| All | +21.2% | +111.2% | -90.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling