+945.4%
CDNS vs GRMN
+6,655.2%
-5,709.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -14.0% | -2.9% | -11.1% | -13.1% |
| 30D | -13.2% | -8.4% | -4.7% | -10.4% |
| 3M | -28.9% | +15.0% | -43.9% | -33.1% |
| 6M | -4.2% | +11.2% | -15.4% | -8.8% |
| YTD | -6.4% | +37.7% | -44.1% | -17.4% |
| 1Y | -16.2% | +18.5% | -34.7% | -22.3% |
| 3Y | +20.2% | +175.8% | -155.6% | -19.8% |
| 5Y | +76.6% | +75.1% | +1.5% | +37.8% |
| 10Y | +1,029.7% | +637.0% | +392.6% | +455.3% |
| All | +945.4% | +6,655.2% | -5,709.9% | +110.2% |
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 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