+17.1%
CDNS vs GFI
+292.6%
-275.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.4% |
| 7D | -6.5% | -5.1% | -1.4% | -6.1% |
| 30D | -13.0% | +13.4% | -26.4% | -13.9% |
| 3M | -26.0% | +36.2% | -62.2% | -28.1% |
| 6M | -2.8% | -9.8% | +7.0% | -2.8% |
| YTD | -8.8% | +7.7% | -16.5% | -9.9% |
| 1Y | -15.8% | +27.2% | -43.0% | -18.1% |
| All | +17.1% | +292.6% | -275.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling