-21.3%
CDNS vs DFNS
-98.3%
+77.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.3% |
| 7D | -7.2% | +4.6% | -11.8% | -7.3% |
| 30D | -14.3% | -73.9% | +59.6% | -12.7% |
| 3M | -27.2% | -71.7% | +44.5% | -28.6% |
| 6M | -4.5% | -94.6% | +90.1% | +2.2% |
| YTD | -9.0% | -98.1% | +89.1% | +2.4% |
| 1Y | -21.3% | -98.3% | +77.0% | -21.1% |
| All | -21.3% | -98.3% | +77.0% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling