+1,026.7%
CDNS vs GAP
+27.6%
+999.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -6.5% | -6.3% | -0.2% | -5.7% |
| 30D | -13.0% | -0.2% | -12.8% | -13.2% |
| 3M | -26.0% | 0.0% | -26.0% | -26.3% |
| 6M | -2.8% | -8.1% | +5.3% | -2.6% |
| YTD | -8.8% | -16.5% | +7.6% | -7.5% |
| 1Y | -15.8% | -10.5% | -5.4% | -15.8% |
| 3Y | +19.7% | +104.0% | -84.2% | +2.3% |
| 5Y | +70.8% | +6.8% | +64.0% | +52.6% |
| All | +1,026.7% | +27.6% | +999.2% | +776.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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