+6,443.8%
CDNS vs D
+2,450.0%
+3,993.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | -2.4% | +3.0% | -5.4% | -3.4% |
| 30D | -10.2% | +11.5% | -21.7% | -13.5% |
| 3M | -5.5% | +3.7% | -9.2% | -6.9% |
| 6M | -9.9% | +13.5% | -23.4% | -14.4% |
| YTD | +2.3% | +20.7% | -18.4% | -5.3% |
| 1Y | -1.4% | +18.2% | -19.6% | -8.3% |
| 3Y | +28.1% | +73.3% | -45.2% | +0.2% |
| 5Y | +79.7% | +12.3% | +67.5% | +63.6% |
| 10Y | +1,183.3% | +43.4% | +1,139.9% | +917.1% |
| All | +6,443.8% | +2,450.0% | +3,993.8% | +1,406.2% |
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 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