+1,044.2%
CDNS vs DGX
+255.3%
+788.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | -10.4% | -1.2% | -9.3% | -10.0% |
| 3M | -24.6% | +15.8% | -40.4% | -28.9% |
| 6M | -1.6% | +18.2% | -19.8% | -8.2% |
| YTD | -7.4% | +37.2% | -44.6% | -19.0% |
| 1Y | -18.4% | +30.4% | -48.8% | -27.4% |
| 3Y | +19.0% | +96.7% | -77.7% | -14.0% |
| 5Y | +73.4% | +67.2% | +6.2% | +33.7% |
| All | +1,044.2% | +255.3% | +788.9% | +500.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling