+295.5%
SPGI vs CDNS
+997.8%
-702.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.1% |
| 7D | -2.5% | -9.2% | +6.8% | +1.2% |
| 30D | +5.4% | -16.3% | +21.7% | +12.4% |
| 3M | +9.0% | -27.9% | +37.0% | +22.7% |
| 6M | +0.8% | -4.3% | +5.1% | -0.2% |
| YTD | -12.6% | -9.1% | -3.5% | -12.1% |
| 1Y | -16.1% | -21.2% | +5.1% | -11.3% |
| 3Y | +19.0% | +19.4% | -0.4% | -2.0% |
| 5Y | +5.1% | +71.6% | -66.5% | -30.4% |
| 10Y | +295.5% | +1,005.1% | -709.6% | +15.9% |
| All | +295.5% | +997.8% | -702.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling