+17.1%
CDNS vs GNRC
+57.0%
-39.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | -6.5% | -0.7% | -5.8% | -6.5% |
| 30D | -13.0% | -15.8% | +2.8% | -10.1% |
| 3M | -26.0% | -24.0% | -2.0% | -22.6% |
| 6M | -2.8% | -13.8% | +10.9% | -1.7% |
| YTD | -8.8% | +33.2% | -42.1% | -17.5% |
| 1Y | -15.8% | -1.8% | -14.0% | -18.3% |
| All | +17.1% | +57.0% | -39.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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