+77.4%
CDNS vs DAR
-11.0%
+88.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -14.0% | +1.4% | -15.4% | -14.3% |
| 30D | -13.2% | +12.8% | -25.9% | -15.5% |
| 3M | -28.9% | +7.4% | -36.3% | -30.3% |
| 6M | -4.2% | +22.3% | -26.4% | -8.9% |
| YTD | -6.4% | +81.1% | -87.4% | -18.5% |
| 1Y | -16.2% | +106.5% | -122.7% | -29.7% |
| 3Y | +20.2% | +5.3% | +14.9% | +16.8% |
| All | +77.4% | -11.0% | +88.4% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling