+19.4%
CDNS vs DG
+10.3%
+9.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -2.9% |
| 7D | -9.2% | -2.5% | -6.8% | -9.2% |
| 30D | -16.3% | +1.0% | -17.3% | -16.3% |
| 3M | -27.9% | +20.3% | -48.3% | -27.9% |
| 6M | -4.3% | -11.7% | +7.4% | -4.8% |
| YTD | -9.1% | -2.3% | -6.8% | -9.1% |
| 1Y | -21.2% | +20.0% | -41.2% | -20.4% |
| 3Y | +19.4% | +7.2% | +12.1% | +26.4% |
| All | +19.4% | +10.3% | +9.0% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling