+28.1%
CDNS vs GD
+54.3%
-26.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +2.9% |
| 7D | -2.4% | -5.0% | +2.5% | -0.8% |
| 30D | -10.2% | +8.9% | -19.1% | -13.0% |
| 3M | -5.5% | -8.0% | +2.6% | -2.7% |
| 6M | -9.9% | +2.9% | -12.8% | -11.5% |
| YTD | +2.3% | +7.1% | -4.7% | -1.7% |
| 1Y | -1.4% | +5.9% | -7.3% | -4.9% |
| 3Y | +28.1% | +53.9% | -25.8% | +9.4% |
| All | +28.1% | +54.3% | -26.2% | +9.4% |
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