+17.1%
CDNS vs SPYG
+96.8%
-79.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +1.2% |
| 7D | -6.5% | -1.8% | -4.7% | -4.4% |
| 30D | -13.0% | -1.9% | -11.1% | -10.8% |
| 3M | -26.0% | +5.2% | -31.2% | -30.7% |
| 6M | -2.8% | +15.6% | -18.4% | -18.7% |
| YTD | -8.8% | +12.4% | -21.3% | -20.8% |
| 1Y | -15.8% | +17.5% | -33.3% | -30.8% |
| All | +17.1% | +96.8% | -79.6% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling