+1,006.6%
CDNS vs SPYG
+553.6%
+453.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +1.1% |
| 7D | -6.5% | -1.8% | -4.7% | -4.6% |
| 30D | -13.0% | -1.9% | -11.1% | -11.0% |
| 3M | -26.0% | +5.2% | -31.2% | -30.1% |
| 6M | -2.8% | +15.6% | -18.4% | -17.1% |
| YTD | -8.8% | +12.4% | -21.3% | -19.5% |
| 1Y | -15.8% | +17.5% | -33.3% | -29.2% |
| 3Y | +19.7% | +98.1% | -78.3% | -42.2% |
| 5Y | +70.8% | +84.9% | -14.2% | -9.9% |
| 10Y | +1,038.0% | +417.7% | +620.3% | +107.2% |
| All | +1,006.6% | +553.6% | +453.0% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling