+4,542.6%
GLW vs CDNS
+6,098.4%
-1,555.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +6.8% |
| 7D | +3.8% | -14.0% | +17.8% | +8.2% |
| 30D | -1.3% | -13.2% | +11.8% | +2.6% |
| 3M | -21.8% | -28.9% | +7.1% | -13.8% |
| 6M | +6.9% | -4.2% | +11.1% | +7.7% |
| YTD | +77.2% | -6.4% | +83.5% | +78.8% |
| 1Y | +123.2% | -16.2% | +139.5% | +132.1% |
| 3Y | +400.0% | +20.2% | +379.8% | +361.1% |
| 5Y | +342.8% | +76.6% | +266.2% | +258.7% |
| 10Y | +771.4% | +1,029.7% | -258.3% | +320.2% |
| All | +4,542.6% | +6,098.4% | -1,555.8% | +1,122.5% |
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