+22.0%
SPGI vs CDNS
+19.0%
+3.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.8% |
| 7D | +0.1% | -14.0% | +14.2% | +3.0% |
| 30D | +8.4% | -13.2% | +21.6% | +11.2% |
| 3M | +11.8% | -28.9% | +40.7% | +19.2% |
| 6M | +5.7% | -4.2% | +9.9% | +4.7% |
| YTD | -9.7% | -6.4% | -3.3% | -10.4% |
| 1Y | -12.5% | -16.2% | +3.8% | -11.4% |
| All | +22.0% | +19.0% | +3.1% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling