+704.6%
CDNS vs DBX
+20.1%
+684.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.1% |
| 7D | -14.0% | -2.4% | -11.6% | -13.2% |
| 30D | -13.2% | -0.5% | -12.7% | -13.1% |
| 3M | -28.9% | +28.1% | -57.0% | -35.7% |
| 6M | -4.2% | +33.1% | -37.3% | -15.2% |
| YTD | -6.4% | +25.3% | -31.6% | -15.3% |
| 1Y | -16.2% | +18.3% | -34.6% | -23.1% |
| 3Y | +20.2% | +25.0% | -4.8% | +5.1% |
| 5Y | +76.6% | +7.5% | +69.1% | +58.2% |
| All | +704.6% | +20.1% | +684.5% | +510.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling