+73.1%
CDNS vs DGX
+64.0%
+9.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.6% |
| 7D | -6.5% | -3.5% | -3.1% | -5.7% |
| 30D | -13.0% | -2.7% | -10.3% | -12.4% |
| 3M | -26.0% | +13.9% | -39.9% | -28.4% |
| 6M | -2.8% | +16.0% | -18.9% | -6.6% |
| YTD | -8.8% | +34.9% | -43.8% | -16.2% |
| 1Y | -15.8% | +30.6% | -46.4% | -22.2% |
| 3Y | +19.7% | +93.0% | -73.3% | -6.6% |
| All | +73.1% | +64.0% | +9.0% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling