+85.8%
CDNS vs GRMN
+126.9%
-41.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.5% |
| 7D | -0.1% | +1.7% | -1.7% | -0.7% |
| 30D | -5.5% | +10.2% | -15.7% | -9.7% |
| 3M | +0.5% | -4.7% | +5.2% | +2.3% |
| 6M | -9.6% | +22.3% | -31.9% | -18.8% |
| YTD | +5.3% | +46.7% | -41.3% | -13.6% |
| 1Y | +3.4% | +49.6% | -46.3% | -16.0% |
| 3Y | +25.9% | +165.3% | -139.4% | -32.6% |
| 5Y | +85.8% | +130.3% | -44.5% | +16.1% |
| All | +85.8% | +126.9% | -41.1% | +16.1% |
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