+86.0%
CDNS vs GTLB
-47.1%
+133.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.0% | -4.2% |
| 7D | -14.0% | +11.1% | -25.1% | -15.9% |
| 30D | -13.2% | +37.8% | -51.0% | -19.0% |
| 3M | -28.9% | +61.6% | -90.5% | -36.1% |
| 6M | -4.2% | +98.9% | -103.1% | -18.2% |
| YTD | -6.4% | +32.8% | -39.1% | -13.7% |
| 1Y | -16.2% | +14.7% | -30.9% | -21.2% |
| 3Y | +20.2% | +1.3% | +18.8% | +11.2% |
| All | +86.0% | -47.1% | +133.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling