-1.1%
CDNS vs DG
+45.3%
-46.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.5% | -6.7% | +1.2% |
| 7D | -3.8% | +12.3% | -16.0% | -4.5% |
| 30D | -6.8% | +19.3% | -26.1% | -8.4% |
| 3M | -3.3% | +11.9% | -15.1% | -4.4% |
| 6M | -5.7% | +25.0% | -30.7% | -8.5% |
| YTD | +5.4% | +8.7% | -3.3% | +5.5% |
| 1Y | -1.1% | +44.7% | -45.8% | +0.1% |
| All | -1.1% | +45.3% | -46.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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