+24.7%
CDNS vs GD
+55.3%
-30.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.7% |
| 7D | -9.1% | -3.9% | -5.2% | -7.9% |
| 30D | -13.4% | +8.1% | -21.5% | -15.9% |
| 3M | -7.6% | -6.8% | -0.8% | -5.3% |
| 6M | -11.9% | +3.0% | -14.9% | -13.5% |
| YTD | -0.4% | +7.8% | -8.1% | -4.5% |
| 1Y | -4.9% | +5.8% | -10.7% | -8.1% |
| All | +24.7% | +55.3% | -30.6% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling