+70.8%
CDNS vs DBX
+8.4%
+62.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | -6.5% | -1.8% | -4.7% | -5.8% |
| 30D | -13.0% | +2.8% | -15.8% | -14.2% |
| 3M | -26.0% | +26.8% | -52.8% | -34.1% |
| 6M | -2.8% | +32.8% | -35.6% | -16.3% |
| YTD | -8.8% | +26.1% | -34.9% | -19.5% |
| 1Y | -15.8% | +14.1% | -30.0% | -22.8% |
| 3Y | +19.7% | +25.7% | -6.0% | -0.6% |
| 5Y | +70.8% | +11.2% | +59.6% | +40.9% |
| All | +70.8% | +8.4% | +62.3% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling