+5,656.3%
CDNS vs DG
+632.1%
+5,024.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.1% | -3.0% | +2.9% | +0.5% |
| 30D | -5.5% | +8.6% | -14.1% | -7.3% |
| 3M | +0.5% | +15.0% | -14.5% | -2.7% |
| 6M | -9.6% | +32.7% | -42.3% | -15.2% |
| YTD | +5.3% | +5.5% | -0.2% | +3.2% |
| 1Y | +3.4% | +34.6% | -31.2% | -3.9% |
| 3Y | +25.9% | +24.2% | +1.6% | +13.4% |
| 5Y | +85.8% | -32.3% | +118.0% | +94.2% |
| 10Y | +1,199.9% | +111.1% | +1,088.8% | +912.1% |
| All | +5,656.3% | +632.1% | +5,024.2% | +2,760.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling