+83.9%
CDNS vs GTLB
-50.1%
+134.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.7% |
| 7D | -1.1% | -5.7% | +4.6% | 0.0% |
| 30D | -10.4% | +15.1% | -25.6% | -13.2% |
| 3M | -24.6% | +65.5% | -90.0% | -32.6% |
| 6M | -1.6% | +102.9% | -104.5% | -16.3% |
| YTD | -7.4% | +25.2% | -32.6% | -13.7% |
| 1Y | -18.4% | -5.5% | -12.9% | -20.1% |
| 3Y | +19.0% | -10.9% | +29.9% | +12.9% |
| All | +83.9% | -50.1% | +134.1% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling