+6,507.0%
CDNS vs DE
+14,451.3%
-7,944.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -2.0% | +3.6% | -5.5% | -3.3% |
| 3M | -0.2% | +10.2% | -10.5% | -4.8% |
| 6M | -8.9% | +16.6% | -25.5% | -15.5% |
| YTD | +3.3% | +45.8% | -42.5% | -13.5% |
| 1Y | +2.2% | +43.9% | -41.7% | -14.2% |
| 3Y | +22.4% | +89.6% | -67.2% | -9.7% |
| 5Y | +78.0% | +100.3% | -22.3% | +24.3% |
| 10Y | +1,175.2% | +760.8% | +414.4% | +360.8% |
| All | +6,507.0% | +14,451.3% | -7,944.3% | +514.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling