+5.6%
CDNS vs DD
+29.4%
-23.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +7.0% | +6.7% | +0.3% | +4.8% |
| 30D | -0.3% | +19.4% | -19.7% | -6.0% |
| 3M | +3.2% | +7.6% | -4.5% | +0.8% |
| 6M | -6.9% | +2.9% | -9.8% | -7.7% |
| YTD | +6.6% | +29.9% | -23.2% | -0.8% |
| 1Y | +5.6% | +28.6% | -23.0% | -1.2% |
| All | +5.6% | +29.4% | -23.8% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling