-21.2%
CDNS vs D
+19.1%
-40.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.7% |
| 7D | -9.2% | +0.8% | -10.0% | -9.0% |
| 30D | -16.3% | -0.7% | -15.5% | -16.5% |
| 3M | -27.9% | +2.1% | -30.0% | -27.2% |
| 6M | -4.3% | +6.8% | -11.1% | -2.2% |
| YTD | -9.1% | +16.5% | -25.6% | -3.7% |
| 1Y | -21.2% | +19.2% | -40.4% | -16.8% |
| All | -21.2% | +19.1% | -40.3% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling