+1,710.5%
GS vs CDNS
+2,124.5%
-414.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.9% | -4.3% |
| 7D | -6.3% | -9.1% | +2.8% | -2.9% |
| 30D | -3.1% | -13.4% | +10.2% | +2.0% |
| 3M | -17.7% | -7.6% | -10.0% | -15.8% |
| 6M | -4.6% | -11.9% | +7.4% | -1.2% |
| YTD | +0.3% | -0.4% | +0.7% | -2.0% |
| 1Y | +11.7% | -4.9% | +16.7% | +10.9% |
| 3Y | +183.6% | +24.8% | +158.8% | +145.9% |
| 5Y | +141.0% | +75.0% | +66.0% | +78.3% |
| 10Y | +507.4% | +1,149.2% | -641.8% | +102.7% |
| All | +1,710.5% | +2,124.5% | -414.0% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling