+1,026.7%
CDNS vs DD
+67.0%
+959.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -6.5% | -2.9% | -3.6% | -5.4% |
| 30D | -13.0% | -11.5% | -1.5% | -8.5% |
| 3M | -26.0% | -5.4% | -20.6% | -24.5% |
| 6M | -2.8% | -6.9% | +4.1% | -0.6% |
| YTD | -8.8% | +6.9% | -15.7% | -12.1% |
| 1Y | -15.8% | +35.6% | -51.5% | -26.9% |
| 3Y | +19.7% | +42.5% | -22.8% | -0.3% |
| 5Y | +70.8% | +58.5% | +12.3% | +34.4% |
| All | +1,026.7% | +67.0% | +959.7% | +671.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling