+80.9%
CDNS vs GTLB
-50.8%
+131.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -7.2% | -6.6% | -0.6% | -5.9% |
| 30D | -14.3% | +13.7% | -28.0% | -16.7% |
| 3M | -27.2% | +52.9% | -80.1% | -33.9% |
| 6M | -4.5% | +88.5% | -93.0% | -17.6% |
| YTD | -9.0% | +23.4% | -32.4% | -14.8% |
| 1Y | -21.3% | -3.8% | -17.5% | -23.3% |
| 3Y | +19.6% | -11.5% | +31.1% | +13.7% |
| All | +80.9% | -50.8% | +131.7% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling