+5,547.0%
CDNS vs DG
+614.5%
+4,932.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -2.0% | +3.2% | -5.2% | -2.8% |
| 3M | -0.2% | +10.4% | -10.7% | -2.6% |
| 6M | -8.9% | +33.2% | -42.1% | -14.6% |
| YTD | +3.3% | +3.0% | +0.4% | +1.7% |
| 1Y | +2.2% | +31.2% | -29.0% | -4.5% |
| 3Y | +22.4% | +21.8% | +0.6% | +10.6% |
| 5Y | +78.0% | -35.0% | +113.0% | +87.9% |
| 10Y | +1,175.2% | +106.0% | +1,069.2% | +897.4% |
| All | +5,547.0% | +614.5% | +4,932.5% | +2,719.1% |
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 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