+12,336.5%
CDNS vs SPG
+5,961.7%
+6,374.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +2.4% | +5.6% | -3.1% | +0.6% |
| 30D | -6.0% | +17.6% | -23.6% | -11.3% |
| 3M | -0.1% | +7.5% | -7.5% | -2.8% |
| 6M | -8.6% | +18.5% | -27.1% | -14.5% |
| YTD | +6.1% | +30.9% | -24.8% | -4.6% |
| 1Y | +0.8% | +34.1% | -33.3% | -10.2% |
| 3Y | +26.8% | +135.5% | -108.7% | -8.3% |
| 5Y | +86.9% | +86.5% | +0.3% | +44.8% |
| 10Y | +1,235.1% | +116.1% | +1,119.0% | +738.5% |
| All | +12,336.5% | +5,961.7% | +6,374.8% | +1,964.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling