+28.1%
CDNS vs D
+79.5%
-51.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.3% |
| 7D | -2.4% | +3.0% | -5.4% | -1.6% |
| 30D | -10.2% | +11.5% | -21.7% | -7.3% |
| 3M | -5.5% | +3.7% | -9.2% | -4.1% |
| 6M | -9.9% | +13.5% | -23.4% | -6.5% |
| YTD | +2.3% | +20.7% | -18.4% | +7.8% |
| 1Y | -1.4% | +18.2% | -19.6% | +3.5% |
| 3Y | +28.1% | +73.3% | -45.2% | +44.9% |
| All | +28.1% | +79.5% | -51.4% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling