+1,293.5%
CDNS vs GME
+1,495.6%
-202.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.2% |
| 7D | +1.0% | +2.9% | -1.9% | +0.8% |
| 30D | -2.0% | -4.8% | +2.8% | -1.7% |
| 3M | -0.2% | +39.2% | -39.4% | -2.5% |
| 6M | -8.9% | +17.1% | -26.0% | -10.0% |
| YTD | +3.3% | +28.7% | -25.4% | +1.4% |
| 1Y | +2.2% | +23.3% | -21.1% | +0.5% |
| 3Y | +22.4% | +112.9% | -90.6% | +6.8% |
| 5Y | +78.0% | -48.8% | +126.9% | +64.3% |
| 10Y | +1,175.2% | +478.2% | +697.0% | +403.3% |
| All | +1,293.5% | +1,495.6% | -202.1% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling