+478.5%
GS vs CDNS
+1,242.4%
-763.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +2.8% |
| 7D | +0.8% | +2.1% | -1.3% | +0.1% |
| 30D | +1.2% | -4.6% | +5.8% | +2.8% |
| 3M | -12.4% | -0.8% | -11.6% | -12.7% |
| 6M | -2.3% | -7.2% | +4.9% | -0.8% |
| YTD | +4.6% | +7.7% | -3.1% | -0.4% |
| 1Y | +17.5% | +3.5% | +14.0% | +13.4% |
| 3Y | +202.0% | +31.2% | +170.8% | +157.2% |
| 5Y | +152.4% | +84.5% | +67.8% | +82.4% |
| 10Y | +478.5% | +1,242.9% | -764.4% | +118.4% |
| All | +478.5% | +1,242.4% | -763.8% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling