+75.6%
CDNS vs GEHC
+2.6%
+73.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.6% |
| 7D | -6.5% | -7.9% | +1.3% | -4.1% |
| 30D | -13.0% | -11.7% | -1.3% | -9.5% |
| 3M | -26.0% | +0.8% | -26.8% | -26.8% |
| 6M | -2.8% | -11.6% | +8.7% | +0.1% |
| YTD | -8.8% | -21.6% | +12.7% | -2.2% |
| 1Y | -15.8% | -15.3% | -0.5% | -12.5% |
| 3Y | +19.7% | -0.5% | +20.2% | +14.8% |
| All | +75.6% | +2.6% | +73.1% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling