+17.1%
CDNS vs GPN
-27.4%
+44.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.4% |
| 7D | -6.5% | -3.5% | -3.0% | -5.5% |
| 30D | -13.0% | +3.1% | -16.1% | -14.0% |
| 3M | -26.0% | +42.3% | -68.3% | -34.8% |
| 6M | -2.8% | +20.9% | -23.7% | -9.8% |
| YTD | -8.8% | +15.2% | -24.1% | -14.4% |
| 1Y | -15.8% | +5.4% | -21.3% | -19.0% |
| All | +17.1% | -27.4% | +44.5% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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