+1,036.6%
CDNS vs DAR
+364.6%
+672.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -14.3% | +7.4% | -21.7% | -16.0% |
| 3M | -27.2% | +15.7% | -42.9% | -30.3% |
| 6M | -4.5% | +30.0% | -34.5% | -11.6% |
| YTD | -9.0% | +87.5% | -96.5% | -23.4% |
| 1Y | -21.3% | +113.4% | -134.7% | -36.6% |
| 3Y | +19.6% | +15.3% | +4.3% | +9.9% |
| 5Y | +71.5% | -4.3% | +75.9% | +61.5% |
| 10Y | +1,036.6% | +380.2% | +656.4% | +487.9% |
| All | +1,036.6% | +364.6% | +672.0% | +487.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling