+5,887.0%
CDNS vs D
+2,347.4%
+3,539.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -14.0% | +1.5% | -15.5% | -14.4% |
| 30D | -13.2% | -2.6% | -10.6% | -12.5% |
| 3M | -28.9% | 0.0% | -28.9% | -29.1% |
| 6M | -4.2% | +7.4% | -11.5% | -7.3% |
| YTD | -6.4% | +15.9% | -22.2% | -11.9% |
| 1Y | -16.2% | +18.1% | -34.3% | -22.0% |
| 3Y | +20.2% | +58.4% | -38.2% | -2.9% |
| 5Y | +76.6% | +5.2% | +71.4% | +64.8% |
| 10Y | +1,029.7% | +35.9% | +993.8% | +814.8% |
| All | +5,887.0% | +2,347.4% | +3,539.6% | +1,301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling