+4,946.1%
CDNS vs GNRC
+2,077.0%
+2,869.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.7% |
| 7D | -7.2% | +3.2% | -10.4% | -8.0% |
| 30D | -14.3% | -9.5% | -4.7% | -12.2% |
| 3M | -27.2% | -28.5% | +1.4% | -21.4% |
| 6M | -4.5% | -10.0% | +5.4% | -3.9% |
| YTD | -9.0% | +36.7% | -45.7% | -19.2% |
| 1Y | -21.3% | +2.6% | -23.9% | -25.1% |
| 3Y | +19.6% | +61.9% | -42.3% | -3.2% |
| 5Y | +71.5% | -59.0% | +130.6% | +89.4% |
| 10Y | +1,036.6% | +444.8% | +591.8% | +540.6% |
| All | +4,946.1% | +2,077.0% | +2,869.1% | +1,739.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling