+5,887.0%
CDNS vs GAP
+2,258.2%
+3,628.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -14.0% | -4.5% | -9.5% | -13.1% |
| 30D | -13.2% | +9.0% | -22.2% | -15.3% |
| 3M | -28.9% | +5.0% | -33.9% | -30.2% |
| 6M | -4.2% | -17.8% | +13.6% | -1.5% |
| YTD | -6.4% | -10.4% | +4.0% | -5.8% |
| 1Y | -16.2% | -3.4% | -12.8% | -17.7% |
| 3Y | +20.2% | +111.5% | -91.3% | -9.4% |
| 5Y | +76.6% | +8.8% | +67.8% | +46.9% |
| 10Y | +1,029.7% | +32.9% | +996.8% | +628.4% |
| All | +5,887.0% | +2,258.2% | +3,628.8% | +642.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling