+10,876.2%
CDNS vs SPG
+5,256.9%
+5,619.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -14.0% | -2.4% | -11.6% | -13.3% |
| 30D | -13.2% | -6.8% | -6.3% | -11.0% |
| 3M | -28.9% | +2.7% | -31.6% | -29.9% |
| 6M | -4.2% | +5.5% | -9.6% | -6.6% |
| YTD | -6.4% | +15.7% | -22.1% | -11.9% |
| 1Y | -16.2% | +20.9% | -37.1% | -22.5% |
| 3Y | +20.2% | +112.4% | -92.2% | -9.8% |
| 5Y | +76.6% | +101.4% | -24.7% | +33.4% |
| 10Y | +1,029.7% | +60.6% | +969.0% | +699.6% |
| All | +10,876.2% | +5,256.9% | +5,619.3% | +1,805.9% |
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