+1,443.6%
CDNS vs DGX
+8,794.8%
-7,351.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.2% | -2.2% | -5.0% | -6.5% |
| 30D | -14.3% | -0.9% | -13.3% | -14.0% |
| 3M | -27.2% | +15.6% | -42.8% | -30.8% |
| 6M | -4.5% | +17.8% | -22.3% | -10.0% |
| YTD | -9.0% | +37.5% | -46.4% | -18.8% |
| 1Y | -21.3% | +31.2% | -52.5% | -28.9% |
| 3Y | +19.6% | +96.6% | -77.0% | -7.5% |
| 5Y | +71.5% | +64.9% | +6.6% | +40.1% |
| 10Y | +1,036.6% | +254.6% | +782.0% | +605.8% |
| All | +1,443.6% | +8,794.8% | -7,351.2% | +332.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling