+199.8%
GS vs CDNS
+23.9%
+175.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.3% |
| 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% | -12.1% |
| 6M | -3.2% | -8.9% | +5.7% | -1.1% |
| YTD | +5.8% | +3.3% | +2.5% | +2.9% |
| 1Y | +16.0% | +2.2% | +13.8% | +13.2% |
| 3Y | +199.8% | +22.4% | +177.4% | +165.2% |
| All | +199.8% | +23.9% | +175.8% | +165.2% |
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