+230.7%
GM vs CDNS
+3,366.5%
-3,135.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -1.1% | -7.2% | +6.1% | +1.6% |
| 30D | -4.6% | -14.3% | +9.7% | +0.7% |
| 3M | +0.2% | -27.2% | +27.4% | +12.3% |
| 6M | +12.6% | -4.5% | +17.1% | +12.4% |
| YTD | +3.7% | -9.0% | +12.6% | +4.4% |
| 1Y | +45.6% | -21.3% | +67.0% | +54.5% |
| 3Y | +162.0% | +19.6% | +142.4% | +120.6% |
| 5Y | +80.5% | +71.5% | +8.9% | +25.8% |
| 10Y | +231.3% | +1,036.6% | -805.2% | -7.9% |
| All | +230.7% | +3,366.5% | -3,135.8% | -47.4% |
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 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