+438.8%
GS vs CDNS
+1,098.6%
-659.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.4% |
| 7D | +5.9% | +1.0% | +4.9% | +5.5% |
| 30D | +4.3% | -2.0% | +6.3% | +4.9% |
| 3M | -11.7% | -0.2% | -11.4% | -12.2% |
| 6M | -3.2% | -8.9% | +5.7% | -1.0% |
| YTD | +5.8% | +3.3% | +2.5% | +2.1% |
| 1Y | +16.0% | +2.2% | +13.8% | +12.4% |
| 3Y | +199.8% | +22.4% | +177.4% | +161.6% |
| 5Y | +155.5% | +78.0% | +77.5% | +86.9% |
| All | +438.8% | +1,098.6% | -659.7% | +103.7% |
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