+75.8%
CDNS vs DE
+97.2%
-21.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -1.1% | -2.6% | +1.4% | -0.6% |
| 30D | -10.4% | +9.0% | -19.5% | -12.4% |
| 3M | -24.6% | +19.1% | -43.7% | -27.9% |
| 6M | -1.6% | +14.4% | -16.0% | -5.4% |
| YTD | -7.4% | +45.9% | -53.4% | -17.4% |
| 1Y | -18.4% | +43.6% | -62.0% | -27.0% |
| 3Y | +19.0% | +75.9% | -56.9% | -0.3% |
| All | +75.8% | +97.2% | -21.4% | +39.9% |
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