+19.4%
CDNS vs GTLB
-8.4%
+27.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.4% | -1.7% |
| 7D | -9.2% | +4.6% | -13.8% | -10.3% |
| 30D | -16.3% | +21.0% | -37.2% | -20.0% |
| 3M | -27.9% | +51.7% | -79.6% | -35.1% |
| 6M | -4.3% | +89.3% | -93.6% | -19.0% |
| YTD | -9.1% | +25.6% | -34.7% | -16.1% |
| 1Y | -21.2% | -1.5% | -19.7% | -23.8% |
| 3Y | +19.4% | -9.9% | +29.3% | +16.5% |
| All | +19.4% | -8.4% | +27.8% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling