+19.4%
CDNS vs GRMN
+182.7%
-163.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -9.2% | +0.2% | -9.4% | -9.3% |
| 30D | -16.3% | -11.3% | -4.9% | -13.1% |
| 3M | -27.9% | +17.7% | -45.6% | -32.4% |
| 6M | -4.3% | +14.2% | -18.5% | -9.3% |
| YTD | -9.1% | +37.0% | -46.1% | -19.1% |
| 1Y | -21.2% | +17.0% | -38.2% | -26.5% |
| 3Y | +19.4% | +183.2% | -163.8% | -17.2% |
| All | +19.4% | +182.7% | -163.3% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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