+7,822.7%
CDNS vs DAR
+1,762.6%
+6,060.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | -14.0% | +1.4% | -15.4% | -14.1% |
| 30D | -13.2% | +12.8% | -25.9% | -14.0% |
| 3M | -28.9% | +7.4% | -36.3% | -29.4% |
| 6M | -4.2% | +22.3% | -26.4% | -5.9% |
| YTD | -6.4% | +81.1% | -87.4% | -10.8% |
| 1Y | -16.2% | +106.5% | -122.7% | -21.1% |
| 3Y | +20.2% | +5.3% | +14.9% | +17.8% |
| 5Y | +76.6% | -11.5% | +88.2% | +74.4% |
| 10Y | +1,029.7% | +353.3% | +676.3% | +891.0% |
| All | +7,822.7% | +1,762.6% | +6,060.1% | +7,059.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling