+219.9%
CDNS vs DFNS
-100.0%
+319.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.8% | -14.3% | -1.5% |
| 7D | +2.4% | -37.0% | +39.4% | +2.5% |
| 30D | -6.0% | -63.4% | +57.4% | -5.9% |
| 3M | -0.1% | -94.1% | +94.0% | +0.2% |
| 6M | -8.6% | -96.3% | +87.8% | -8.9% |
| YTD | +6.1% | -99.6% | +105.7% | +5.6% |
| 1Y | +0.8% | -99.7% | +100.5% | +0.3% |
| 3Y | +26.8% | -100.0% | +126.8% | +24.2% |
| 5Y | +86.9% | -100.0% | +186.8% | +95.3% |
| All | +219.9% | -100.0% | +319.9% | +249.9% |
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