+182.3%
CDNS vs DFNS
-99.9%
+282.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.0% |
| 7D | -14.0% | -16.0% | +2.0% | -14.0% |
| 30D | -13.2% | -77.7% | +64.5% | -13.0% |
| 3M | -28.9% | -77.2% | +48.3% | -29.3% |
| 6M | -4.2% | -95.2% | +91.0% | -4.8% |
| YTD | -6.4% | -98.0% | +91.6% | -7.0% |
| 1Y | -16.2% | -98.3% | +82.1% | -16.7% |
| 3Y | +20.2% | -99.9% | +120.1% | +17.7% |
| 5Y | +76.6% | -99.9% | +176.5% | +85.0% |
| All | +182.3% | -99.9% | +282.2% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling