+41.4%
GS vs CDNS
-15.6%
+57.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.2% |
| 7D | +0.9% | -14.0% | +14.9% | +5.1% |
| 30D | -1.6% | -13.2% | +11.6% | +2.1% |
| 3M | -4.5% | -28.9% | +24.4% | +4.4% |
| 6M | +20.9% | -4.2% | +25.0% | +22.9% |
| YTD | +19.9% | -6.4% | +26.2% | +21.9% |
| 1Y | +41.4% | -16.2% | +57.6% | +47.0% |
| All | +41.4% | -15.6% | +57.0% | +47.0% |
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