+17.0%
CDNS vs GME
+11.4%
+5.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | 0.0% |
| 7D | -7.2% | +4.8% | -12.0% | -7.4% |
| 30D | -14.3% | +5.9% | -20.1% | -14.4% |
| 3M | -27.2% | -10.7% | -16.5% | -26.9% |
| 6M | -4.5% | -19.8% | +15.3% | -3.9% |
| YTD | -9.0% | -0.9% | -8.0% | -8.9% |
| 1Y | -21.3% | -15.7% | -5.6% | -21.0% |
| All | +17.0% | +11.4% | +5.6% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling