-19.7%
CDNS vs SPYG
+16.9%
-36.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +1.1% |
| 7D | -6.5% | -1.8% | -4.7% | -4.5% |
| 30D | -13.0% | -1.9% | -11.1% | -10.9% |
| 3M | -26.0% | +5.2% | -31.2% | -30.3% |
| 6M | -2.8% | +15.6% | -18.4% | -16.6% |
| YTD | -8.8% | +12.4% | -21.3% | -18.8% |
| All | -19.7% | +16.9% | -36.6% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling