+31.2%
CDNS vs DFNS
-100.0%
+131.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +5.2% |
| 7D | +2.1% | -42.8% | +44.9% | +2.2% |
| 30D | -4.6% | -67.6% | +62.9% | -4.5% |
| 3M | -0.8% | -94.9% | +94.1% | -0.4% |
| 6M | -7.2% | -96.7% | +89.5% | -7.6% |
| YTD | +7.7% | -99.6% | +107.3% | +7.2% |
| 1Y | +3.5% | -99.7% | +103.3% | +3.1% |
| 3Y | +31.2% | -100.0% | +131.2% | +29.8% |
| All | +31.2% | -100.0% | +131.2% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling