+243.0%
GS vs CDNS
+20.2%
+222.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.4% |
| 7D | +0.9% | -14.0% | +14.9% | +5.9% |
| 30D | -1.6% | -13.2% | +11.6% | +2.8% |
| 3M | -4.5% | -28.9% | +24.4% | +6.2% |
| 6M | +20.9% | -4.2% | +25.0% | +21.5% |
| YTD | +19.9% | -6.4% | +26.2% | +20.7% |
| 1Y | +41.4% | -16.2% | +57.6% | +47.2% |
| All | +243.0% | +20.2% | +222.7% | +200.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling