-16.2%
CDNS vs GTLB
+14.4%
-30.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.0% | -4.2% |
| 7D | -14.0% | +11.1% | -25.1% | -15.6% |
| 30D | -13.2% | +37.8% | -51.0% | -18.1% |
| 3M | -28.9% | +61.6% | -90.5% | -35.1% |
| 6M | -4.2% | +98.9% | -103.1% | -17.3% |
| YTD | -6.4% | +32.8% | -39.1% | -16.5% |
| 1Y | -16.2% | +14.7% | -30.9% | -24.6% |
| All | -16.2% | +14.4% | -30.6% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling