+1,166.2%
CDNS vs DLR
+188.2%
+978.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.2% |
| 7D | +1.0% | +3.3% | -2.4% | -0.5% |
| 30D | -2.0% | +4.6% | -6.5% | -3.9% |
| 3M | -0.2% | -8.3% | +8.0% | +3.8% |
| 6M | -8.9% | -5.6% | -3.3% | -7.4% |
| YTD | +3.3% | +18.7% | -15.4% | -6.3% |
| 1Y | +2.2% | +17.1% | -14.9% | -6.8% |
| 3Y | +22.4% | +54.4% | -32.0% | -3.6% |
| 5Y | +78.0% | +36.5% | +41.5% | +45.6% |
| All | +1,166.2% | +188.2% | +978.0% | +685.2% |
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