+6,634.9%
CDNS vs DD
+1,155.7%
+5,479.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -0.1% | +3.2% | -3.3% | -1.3% |
| 30D | -5.5% | +20.3% | -25.8% | -12.6% |
| 3M | +0.5% | +8.2% | -7.6% | -3.0% |
| 6M | -9.6% | +3.4% | -13.0% | -11.4% |
| YTD | +5.3% | +30.6% | -25.3% | -6.8% |
| 1Y | +3.4% | +30.6% | -27.3% | -8.6% |
| 3Y | +25.9% | +91.1% | -65.2% | -6.9% |
| 5Y | +85.8% | +68.6% | +17.2% | +43.0% |
| 10Y | +1,199.9% | +99.9% | +1,100.0% | +756.9% |
| All | +6,634.9% | +1,155.7% | +5,479.1% | +1,432.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling