+739.4%
GLD vs CDNS
+2,287.5%
-1,548.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | +4.7% | -2.4% | +7.1% | +4.8% |
| 30D | -0.9% | -10.2% | +9.3% | -0.6% |
| 3M | -4.4% | -5.5% | +1.1% | -4.3% |
| 6M | -13.6% | -9.9% | -3.7% | -13.3% |
| YTD | -6.0% | +2.3% | -8.4% | -6.2% |
| 1Y | +1.8% | -1.4% | +3.2% | +1.6% |
| 3Y | +103.2% | +28.1% | +75.1% | +100.6% |
| 5Y | +119.3% | +79.7% | +39.6% | +114.0% |
| 10Y | +199.5% | +1,183.3% | -983.8% | +180.3% |
| All | +739.4% | +2,287.5% | -1,548.1% | +679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling