+39.4%
GM vs CDNS
-0.2%
+39.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.3% |
| 7D | +12.1% | -3.8% | +15.8% | +12.7% |
| 30D | +15.2% | -6.8% | +22.0% | +16.3% |
| 3M | +4.9% | -3.3% | +8.1% | +5.3% |
| 6M | +22.6% | -5.7% | +28.3% | +23.2% |
| YTD | +14.4% | +5.4% | +9.0% | +11.9% |
| 1Y | +39.4% | -1.1% | +40.5% | +38.1% |
| All | +39.4% | -0.2% | +39.6% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling