+17.0%
CDNS vs GAP
+108.0%
-91.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.7% | +0.8% |
| 7D | -7.2% | -3.2% | -4.0% | -6.8% |
| 30D | -14.3% | -0.7% | -13.6% | -14.4% |
| 3M | -27.2% | -0.5% | -26.7% | -27.4% |
| 6M | -4.5% | -5.0% | +0.5% | -4.8% |
| YTD | -9.0% | -14.7% | +5.7% | -7.9% |
| 1Y | -21.3% | -8.6% | -12.7% | -21.6% |
| All | +17.0% | +108.0% | -91.0% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling