+1,044.2%
CDNS vs DLR
+177.5%
+866.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +0.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -10.4% | -4.3% | -6.1% | -8.7% |
| 3M | -24.6% | +3.8% | -28.4% | -26.6% |
| 6M | -1.6% | +5.8% | -7.5% | -5.4% |
| YTD | -7.4% | +23.5% | -31.0% | -17.6% |
| 1Y | -18.4% | +11.1% | -29.5% | -23.7% |
| 3Y | +19.0% | +57.9% | -38.9% | -7.4% |
| 5Y | +73.4% | +44.0% | +29.4% | +38.4% |
| All | +1,044.2% | +177.5% | +866.7% | +596.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling