+70.6%
CDNS vs GRMN
+73.8%
-3.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.7% |
| 7D | -7.2% | -1.4% | -5.8% | -6.6% |
| 30D | -14.3% | -13.1% | -1.2% | -8.8% |
| 3M | -27.2% | +14.9% | -42.1% | -32.7% |
| 6M | -4.5% | +13.1% | -17.6% | -11.2% |
| YTD | -9.0% | +35.3% | -44.2% | -22.4% |
| 1Y | -21.3% | +16.0% | -37.3% | -28.3% |
| 3Y | +19.6% | +179.6% | -160.0% | -39.4% |
| All | +70.6% | +73.8% | -3.3% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling