+1,026.7%
CDNS vs GME
+271.8%
+755.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.1% |
| 7D | -6.5% | +6.0% | -12.6% | -6.7% |
| 30D | -13.0% | +8.3% | -21.3% | -13.2% |
| 3M | -26.0% | -9.1% | -17.0% | -25.8% |
| 6M | -2.8% | -16.3% | +13.5% | -2.4% |
| YTD | -8.8% | +1.5% | -10.4% | -8.9% |
| 1Y | -15.8% | -16.3% | +0.5% | -15.5% |
| 3Y | +19.7% | +15.1% | +4.6% | +15.8% |
| 5Y | +70.8% | -57.2% | +127.9% | +66.2% |
| All | +1,026.7% | +271.8% | +755.0% | +709.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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