+1,075.9%
CDNS vs GRMN
+7,095.1%
-6,019.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.4% |
| 7D | -0.1% | +1.7% | -1.7% | -0.6% |
| 30D | -5.5% | +10.2% | -15.7% | -8.9% |
| 3M | +0.5% | -4.7% | +5.2% | +2.0% |
| 6M | -9.6% | +22.3% | -31.9% | -16.9% |
| YTD | +5.3% | +46.7% | -41.3% | -9.4% |
| 1Y | +3.4% | +49.6% | -46.3% | -11.7% |
| 3Y | +25.9% | +165.3% | -139.4% | -15.0% |
| 5Y | +85.8% | +130.3% | -44.5% | +31.7% |
| 10Y | +1,199.9% | +658.0% | +541.9% | +529.8% |
| All | +1,075.9% | +7,095.1% | -6,019.1% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling