+5,921.6%
CDNS vs DHI
+12,501.5%
-6,579.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +1.1% |
| 7D | -1.1% | -3.4% | +2.3% | -0.3% |
| 30D | -10.4% | -5.4% | -5.0% | -9.2% |
| 3M | -24.6% | -10.4% | -14.1% | -22.8% |
| 6M | -1.6% | -2.8% | +1.1% | -1.6% |
| YTD | -7.4% | -3.4% | -4.0% | -7.6% |
| 1Y | -18.4% | -22.9% | +4.5% | -14.2% |
| 3Y | +19.0% | +20.7% | -1.7% | +8.7% |
| 5Y | +73.4% | +62.1% | +11.3% | +45.6% |
| 10Y | +1,055.6% | +410.4% | +645.2% | +604.6% |
| All | +5,921.6% | +12,501.5% | -6,579.9% | +1,668.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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