+5,887.0%
CDNS vs GD
+20,186.5%
-14,299.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.3% |
| 7D | -14.0% | -5.3% | -8.8% | -12.1% |
| 30D | -13.2% | -6.4% | -6.7% | -10.9% |
| 3M | -28.9% | +5.7% | -34.6% | -30.7% |
| 6M | -4.2% | -0.9% | -3.2% | -4.4% |
| YTD | -6.4% | +8.2% | -14.5% | -10.0% |
| 1Y | -16.2% | +13.4% | -29.6% | -21.0% |
| 3Y | +20.2% | +68.5% | -48.3% | -4.0% |
| 5Y | +76.6% | +97.2% | -20.5% | +31.9% |
| 10Y | +1,029.7% | +190.2% | +839.5% | +602.5% |
| All | +5,887.0% | +20,186.5% | -14,299.5% | +1,735.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling