-8.1%
GLD vs CDNS
+3.9%
-11.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.9% |
| 7D | -5.5% | +7.0% | -12.5% | -6.2% |
| 30D | -7.0% | -0.3% | -6.8% | -7.0% |
| 3M | -12.4% | +3.2% | -15.5% | -12.6% |
| 6M | -18.0% | -6.9% | -11.1% | -17.3% |
| YTD | -10.5% | +6.6% | -17.1% | -10.9% |
| 1Y | -8.1% | +5.6% | -13.7% | -8.6% |
| All | -8.1% | +3.9% | -11.9% | -8.6% |
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