+71.5%
CDNS vs GH
+24.4%
+47.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -14.3% | -2.6% | -11.6% | -13.9% |
| 3M | -27.2% | +25.1% | -52.3% | -30.5% |
| 6M | -4.5% | +78.5% | -83.0% | -15.0% |
| YTD | -9.0% | +59.4% | -68.3% | -17.5% |
| 1Y | -21.3% | +173.9% | -195.2% | -36.0% |
| 3Y | +19.6% | +382.7% | -363.2% | -17.0% |
| 5Y | +71.5% | +24.4% | +47.1% | +37.1% |
| All | +71.5% | +24.4% | +47.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 5y: compounded portfolio wealth divided by compounded GH 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…
5y analysis · Full analysis span regression · 6 months rolling