+80.4%
CDNS vs GEHC
+10.0%
+70.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -14.0% | -4.0% | -10.0% | -12.9% |
| 30D | -13.2% | -2.0% | -11.2% | -12.7% |
| 3M | -28.9% | +8.0% | -36.9% | -31.2% |
| 6M | -4.2% | -12.8% | +8.6% | -0.5% |
| YTD | -6.4% | -15.9% | +9.6% | -1.8% |
| 1Y | -16.2% | -6.9% | -9.3% | -15.5% |
| 3Y | +20.2% | 0.0% | +20.2% | +15.0% |
| All | +80.4% | +10.0% | +70.5% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling