+816.6%
GLD vs CDNS
+2,084.3%
-1,267.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.7% |
| 7D | -0.5% | -14.0% | +13.5% | -0.1% |
| 30D | +4.4% | -13.2% | +17.6% | +4.8% |
| 3M | -1.1% | -28.9% | +27.8% | -0.1% |
| 6M | -13.8% | -4.2% | -9.6% | -13.7% |
| YTD | +2.6% | -6.4% | +9.0% | +2.7% |
| 1Y | +24.5% | -16.2% | +40.7% | +25.0% |
| 3Y | +125.8% | +20.2% | +105.7% | +123.5% |
| 5Y | +137.8% | +76.6% | +61.2% | +132.3% |
| 10Y | +221.4% | +1,029.7% | -808.3% | +202.0% |
| All | +816.6% | +2,084.3% | -1,267.8% | +753.6% |
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 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