+14,784.9%
SPGI vs CDNS
+6,923.0%
+7,861.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.8% |
| 7D | +1.6% | +2.4% | -0.9% | +1.0% |
| 30D | +16.1% | -6.0% | +22.1% | +17.2% |
| 3M | +15.5% | -0.1% | +15.5% | +14.8% |
| 6M | +19.6% | -8.6% | +28.2% | +20.4% |
| YTD | -3.6% | +6.1% | -9.7% | -6.2% |
| 1Y | +2.2% | +0.8% | +1.4% | +0.3% |
| 3Y | +30.1% | +26.8% | +3.3% | +19.4% |
| 5Y | +14.9% | +86.9% | -71.9% | -3.0% |
| 10Y | +334.0% | +1,235.1% | -901.1% | +157.2% |
| All | +14,784.9% | +6,923.0% | +7,861.9% | +6,185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling