+77.4%
CDNS vs D
+5.6%
+71.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | -14.0% | +1.5% | -15.5% | -14.0% |
| 30D | -13.2% | -2.6% | -10.6% | -13.2% |
| 3M | -28.9% | 0.0% | -28.9% | -28.9% |
| 6M | -4.2% | +7.4% | -11.5% | -4.2% |
| YTD | -6.4% | +15.9% | -22.2% | -6.5% |
| 1Y | -16.2% | +18.1% | -34.3% | -16.4% |
| 3Y | +20.2% | +58.4% | -38.2% | +15.1% |
| All | +77.4% | +5.6% | +71.8% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling