+103.2%
GLD vs CDNS
+27.9%
+75.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.0% |
| 7D | +4.7% | -2.4% | +7.1% | +4.9% |
| 30D | -0.9% | -10.2% | +9.3% | -0.2% |
| 3M | -4.4% | -5.5% | +1.1% | -4.1% |
| 6M | -13.6% | -9.9% | -3.7% | -13.0% |
| YTD | -6.0% | +2.3% | -8.4% | -6.2% |
| 1Y | +1.8% | -1.4% | +3.2% | +1.7% |
| 3Y | +103.2% | +28.1% | +75.1% | +98.0% |
| All | +103.2% | +27.9% | +75.3% | +98.0% |
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