+17.0%
CDNS vs DBX
+23.5%
-6.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | -7.2% | +0.3% | -7.5% | -7.3% |
| 30D | -14.3% | 0.0% | -14.3% | -14.3% |
| 3M | -27.2% | +26.1% | -53.3% | -33.1% |
| 6M | -4.5% | +29.4% | -33.9% | -13.9% |
| YTD | -9.0% | +24.4% | -33.4% | -16.9% |
| 1Y | -21.3% | +10.9% | -32.2% | -25.5% |
| All | +17.0% | +23.5% | -6.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling