+6,270.2%
CDNS vs GD
+20,112.4%
-13,842.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.6% |
| 7D | -9.1% | -3.9% | -5.2% | -7.7% |
| 30D | -13.4% | +8.1% | -21.5% | -16.1% |
| 3M | -7.6% | -6.8% | -0.8% | -5.3% |
| 6M | -11.9% | +3.0% | -14.9% | -13.7% |
| YTD | -0.4% | +7.8% | -8.1% | -4.4% |
| 1Y | -4.9% | +5.8% | -10.7% | -8.2% |
| 3Y | +24.8% | +55.3% | -30.5% | +3.0% |
| 5Y | +75.0% | +96.7% | -21.7% | +30.6% |
| 10Y | +1,149.2% | +195.4% | +953.8% | +669.2% |
| All | +6,270.2% | +20,112.4% | -13,842.2% | +1,849.7% |
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 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