+24.5%
GLD vs CDNS
-15.6%
+40.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.5% |
| 7D | -0.5% | -14.0% | +13.5% | +0.6% |
| 30D | +4.4% | -13.2% | +17.6% | +5.5% |
| 3M | -1.1% | -28.9% | +27.8% | +1.2% |
| 6M | -13.8% | -4.2% | -9.6% | -12.6% |
| YTD | +2.6% | -6.4% | +9.0% | +3.7% |
| 1Y | +24.5% | -16.2% | +40.7% | +25.6% |
| All | +24.5% | -15.6% | +40.1% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling