+526.0%
GLW vs CDNS
+1,098.6%
-572.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -2.9% |
| 7D | +7.7% | +1.0% | +6.8% | +7.4% |
| 30D | -18.8% | -2.0% | -16.9% | -17.9% |
| 3M | -27.7% | -0.2% | -27.5% | -27.6% |
| 6M | -44.4% | -8.9% | -35.5% | -42.2% |
| YTD | +31.3% | +3.3% | +27.9% | +27.4% |
| 1Y | +40.0% | +2.2% | +37.8% | +36.6% |
| 3Y | +339.2% | +22.4% | +316.9% | +279.2% |
| 5Y | +229.2% | +78.0% | +151.1% | +127.2% |
| All | +526.0% | +1,098.6% | -572.6% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling