+5,711.3%
CDNS vs DE
+14,571.6%
-8,860.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.2% |
| 7D | -9.2% | +0.7% | -9.9% | -9.5% |
| 30D | -16.3% | +9.6% | -25.9% | -19.6% |
| 3M | -27.9% | +19.0% | -46.9% | -33.3% |
| 6M | -4.3% | +16.1% | -20.4% | -11.2% |
| YTD | -9.1% | +47.0% | -56.1% | -23.8% |
| 1Y | -21.2% | +43.1% | -64.4% | -33.5% |
| 3Y | +19.4% | +77.5% | -58.1% | -9.3% |
| 5Y | +71.6% | +96.4% | -24.8% | +20.9% |
| 10Y | +1,005.1% | +852.9% | +152.2% | +284.8% |
| All | +5,711.3% | +14,571.6% | -8,860.3% | +440.7% |
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