-16.2%
CDNS vs DLR
+19.9%
-36.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | +1.6% | -15.6% | -14.2% |
| 30D | -13.2% | -3.4% | -9.8% | -12.7% |
| 3M | -28.9% | +0.5% | -29.4% | -29.1% |
| 6M | -4.2% | +4.6% | -8.7% | -6.0% |
| YTD | -6.4% | +23.4% | -29.8% | -12.2% |
| 1Y | -16.2% | +19.0% | -35.2% | -17.0% |
| All | -16.2% | +19.9% | -36.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling