+1,032.7%
CDNS vs GD
+190.3%
+842.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.2% |
| 7D | -14.0% | -5.3% | -8.8% | -11.9% |
| 30D | -13.2% | -6.4% | -6.7% | -10.7% |
| 3M | -28.9% | +5.7% | -34.6% | -31.0% |
| 6M | -4.2% | -0.9% | -3.2% | -4.4% |
| YTD | -6.4% | +8.2% | -14.5% | -10.5% |
| 1Y | -16.2% | +13.4% | -29.6% | -21.6% |
| 3Y | +20.2% | +68.5% | -48.3% | -7.1% |
| 5Y | +76.6% | +97.2% | -20.5% | +26.1% |
| All | +1,032.7% | +190.3% | +842.4% | +572.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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