+71.6%
CDNS vs SPG
+106.4%
-34.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.4% |
| 7D | -9.2% | 0.0% | -9.2% | -9.2% |
| 30D | -16.3% | -4.9% | -11.3% | -14.6% |
| 3M | -27.9% | +3.3% | -31.2% | -29.3% |
| 6M | -4.3% | +11.2% | -15.5% | -9.5% |
| YTD | -9.1% | +17.1% | -26.2% | -16.2% |
| 1Y | -21.2% | +21.6% | -42.8% | -28.8% |
| 3Y | +19.4% | +111.9% | -92.5% | -18.2% |
| 5Y | +71.6% | +106.9% | -35.3% | +17.1% |
| All | +71.6% | +106.4% | -34.8% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling