+13,845.6%
SPGI vs CDNS
+6,098.4%
+7,747.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.8% |
| 7D | +0.1% | -14.0% | +14.2% | +3.1% |
| 30D | +8.4% | -13.2% | +21.6% | +11.3% |
| 3M | +11.8% | -28.9% | +40.7% | +19.0% |
| 6M | +5.7% | -4.2% | +9.9% | +5.6% |
| YTD | -9.7% | -6.4% | -3.3% | -9.6% |
| 1Y | -12.5% | -16.2% | +3.8% | -10.7% |
| 3Y | +21.8% | +20.2% | +1.6% | +13.4% |
| 5Y | +8.2% | +76.6% | -68.5% | -7.3% |
| 10Y | +309.5% | +1,029.7% | -720.2% | +151.6% |
| All | +13,845.6% | +6,098.4% | +7,747.3% | +5,961.7% |
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