+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.5% |
| 7D | -14.0% | +0.4% | -14.5% | -14.1% |
| 30D | -13.2% | -3.6% | -9.6% | -12.2% |
| 3M | -28.9% | -1.0% | -27.9% | -28.8% |
| 6M | -4.2% | +6.3% | -10.4% | -7.0% |
| YTD | -6.4% | +14.7% | -21.1% | -11.6% |
| 1Y | -16.2% | +16.9% | -33.1% | -21.7% |
| 3Y | +20.2% | +56.8% | -36.6% | -2.6% |
| 5Y | +76.6% | +5.2% | +71.4% | +64.8% |
| 10Y | +1,029.7% | +35.9% | +993.8% | +814.3% |
| All | +5,887.0% | +2,347.4% | +3,539.6% | +1,300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling