+68.7%
CDNS vs GFS
-2.1%
+70.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.5% | +3.2% | -9.7% | -7.5% |
| 30D | -13.0% | -9.6% | -3.4% | -10.4% |
| 3M | -26.0% | -38.5% | +12.5% | -15.0% |
| 6M | -2.8% | -1.3% | -1.5% | -6.0% |
| YTD | -8.8% | +31.8% | -40.6% | -21.2% |
| 1Y | -15.8% | +44.6% | -60.4% | -30.0% |
| 3Y | +19.7% | -20.6% | +40.4% | +17.0% |
| All | +68.7% | -2.1% | +70.8% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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