+146.1%
CDNS vs GRAB
-74.4%
+220.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.6% | +1.2% |
| 7D | -7.2% | -13.9% | +6.7% | -5.0% |
| 30D | -14.3% | -17.2% | +2.9% | -11.8% |
| 3M | -27.2% | -7.9% | -19.3% | -26.4% |
| 6M | -4.5% | -23.2% | +18.7% | -0.8% |
| YTD | -9.0% | -39.1% | +30.1% | -2.2% |
| 1Y | -21.3% | -42.5% | +21.2% | -14.9% |
| 3Y | +19.6% | -18.3% | +37.9% | +20.9% |
| 5Y | +71.5% | -71.7% | +143.3% | +74.2% |
| All | +146.1% | -74.4% | +220.5% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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