+3,524.4%
GLW vs CDNS
+6,872.6%
-3,348.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.6% |
| 7D | +1.4% | -0.1% | +1.5% | +1.7% |
| 30D | -18.2% | -5.5% | -12.7% | -16.7% |
| 3M | -24.2% | +0.5% | -24.7% | -24.2% |
| 6M | -41.7% | -9.6% | -32.1% | -40.0% |
| YTD | +38.3% | +5.3% | +33.0% | +35.3% |
| 1Y | +38.2% | +3.4% | +34.8% | +35.9% |
| 3Y | +363.4% | +25.9% | +337.5% | +323.4% |
| 5Y | +254.6% | +85.8% | +168.8% | +184.3% |
| 10Y | +562.0% | +1,199.9% | -637.9% | +207.6% |
| All | +3,524.4% | +6,872.6% | -3,348.2% | +824.9% |
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