+606.9%
GEV vs CDNS
-10.7%
+617.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -1.9% | -6.5% | +4.6% | +1.2% |
| 30D | -8.7% | -13.0% | +4.3% | -2.9% |
| 3M | +6.6% | -26.0% | +32.6% | +22.4% |
| 6M | +10.2% | -2.8% | +13.1% | +6.9% |
| YTD | +41.6% | -8.8% | +50.5% | +40.1% |
| 1Y | +43.9% | -15.8% | +59.7% | +49.9% |
| All | +606.9% | -10.7% | +617.6% | +537.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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