+22.4%
CDNS vs GAP
+70.6%
-48.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -3.0% |
| 7D | +1.0% | -1.9% | +2.9% | +1.3% |
| 30D | -2.0% | -7.1% | +5.1% | -1.0% |
| 3M | -0.2% | +4.1% | -4.3% | -1.2% |
| 6M | -8.9% | +1.9% | -10.8% | -10.0% |
| YTD | +3.3% | -15.2% | +18.5% | +4.5% |
| 1Y | +2.2% | -10.6% | +12.9% | +2.3% |
| 3Y | +22.4% | +74.6% | -52.2% | +16.4% |
| All | +22.4% | +70.6% | -48.2% | +16.4% |
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