+24.7%
CDNS vs DG
+24.7%
0.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.1% | -3.0% | +2.9% | -0.1% |
| 30D | -5.5% | +8.6% | -14.1% | -5.5% |
| 3M | +0.5% | +15.0% | -14.5% | +0.5% |
| 6M | -9.6% | +32.7% | -42.3% | -9.6% |
| YTD | +5.3% | +5.5% | -0.2% | +5.4% |
| 1Y | +3.4% | +34.6% | -31.2% | +4.6% |
| All | +24.7% | +24.7% | 0.0% | +30.2% |
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