+2.3%
CDNS vs GD
+6.6%
-4.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +4.9% |
| 7D | +2.1% | -3.0% | +5.2% | +2.3% |
| 30D | -4.6% | +9.3% | -13.9% | -5.6% |
| 3M | -0.8% | -7.2% | +6.4% | +0.5% |
| 6M | -7.2% | +5.5% | -12.7% | -7.9% |
| YTD | +7.7% | +9.5% | -1.8% | +6.8% |
| All | +2.3% | +6.6% | -4.3% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling