+71.6%
CDNS vs DD
+61.7%
+9.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -9.2% | -0.6% | -8.6% | -9.0% |
| 30D | -16.3% | -7.4% | -8.8% | -13.2% |
| 3M | -27.9% | -6.4% | -21.5% | -25.9% |
| 6M | -4.3% | -2.5% | -1.8% | -4.1% |
| YTD | -9.1% | +10.2% | -19.4% | -14.2% |
| 1Y | -21.2% | +36.9% | -58.2% | -33.6% |
| 3Y | +19.4% | +47.0% | -27.6% | -5.5% |
| 5Y | +71.6% | +63.1% | +8.5% | +27.0% |
| All | +71.6% | +61.7% | +9.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling