+1,445.3%
CDNS vs GDDY
+381.9%
+1,063.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.9% |
| 7D | -6.5% | -7.0% | +0.5% | -4.2% |
| 30D | -13.0% | +6.2% | -19.2% | -15.5% |
| 3M | -26.0% | +20.0% | -46.1% | -32.9% |
| 6M | -2.8% | +6.8% | -9.7% | -8.3% |
| YTD | -8.8% | -22.3% | +13.5% | -3.6% |
| 1Y | -15.8% | -33.5% | +17.7% | -5.4% |
| 3Y | +19.7% | +29.2% | -9.5% | +2.4% |
| 5Y | +70.8% | +28.1% | +42.7% | +45.2% |
| 10Y | +1,038.0% | +200.2% | +837.8% | +722.5% |
| All | +1,445.3% | +381.9% | +1,063.4% | +1,011.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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