+174.5%
CDNS vs DFNS
-99.9%
+274.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.2% |
| 7D | -7.2% | +4.6% | -11.8% | -7.2% |
| 30D | -14.3% | -73.9% | +59.6% | -14.1% |
| 3M | -27.2% | -71.7% | +44.5% | -27.6% |
| 6M | -4.5% | -94.6% | +90.1% | -5.1% |
| YTD | -9.0% | -98.1% | +89.1% | -9.5% |
| 1Y | -21.3% | -98.3% | +77.0% | -21.8% |
| 3Y | +19.6% | -99.9% | +119.5% | +17.0% |
| 5Y | +71.5% | -99.9% | +171.4% | +79.2% |
| All | +174.5% | -99.9% | +274.4% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling