+91.2%
CDNS vs GFS
-11.4%
+102.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.2% |
| 7D | +1.0% | +7.4% | -6.4% | -1.3% |
| 30D | -2.0% | -15.3% | +13.3% | +3.0% |
| 3M | -0.2% | -21.1% | +20.9% | +6.8% |
| 6M | -8.9% | -44.5% | +35.6% | +6.9% |
| YTD | +3.3% | +19.2% | -15.9% | -8.3% |
| 1Y | +2.2% | +27.2% | -25.0% | -11.4% |
| 3Y | +22.4% | -20.1% | +42.5% | +18.5% |
| 5Y | +78.0% | -25.6% | +103.6% | +67.5% |
| All | +91.2% | -11.4% | +102.7% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling