+1,023.8%
CDNS vs SPYG
+559.0%
+464.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +0.6% |
| 7D | -1.1% | -0.9% | -0.3% | -0.2% |
| 30D | -10.4% | -1.5% | -8.9% | -8.8% |
| 3M | -24.6% | +3.7% | -28.3% | -27.7% |
| 6M | -1.6% | +16.4% | -18.1% | -16.7% |
| YTD | -7.4% | +13.3% | -20.8% | -19.0% |
| 1Y | -18.4% | +17.9% | -36.3% | -31.7% |
| 3Y | +19.0% | +98.3% | -79.4% | -42.7% |
| 5Y | +73.4% | +86.4% | -13.0% | -9.3% |
| 10Y | +1,055.6% | +421.9% | +633.7% | +108.6% |
| All | +1,023.8% | +559.0% | +464.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling