+77.1%
CDNS vs DE
+98.5%
-21.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -2.0% | +3.6% | -5.5% | -2.7% |
| 3M | -0.2% | +10.2% | -10.5% | -2.8% |
| 6M | -8.9% | +16.6% | -25.5% | -12.7% |
| YTD | +3.3% | +45.8% | -42.5% | -8.0% |
| 1Y | +2.2% | +43.9% | -41.7% | -8.8% |
| 3Y | +22.4% | +89.6% | -67.2% | +0.1% |
| All | +77.1% | +98.5% | -21.4% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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