-21.3%
CDNS vs DLR
+20.8%
-42.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.2% | +2.9% | -10.1% | -7.7% |
| 30D | -14.3% | -1.2% | -13.1% | -14.1% |
| 3M | -27.2% | +2.9% | -30.1% | -27.8% |
| 6M | -4.5% | +6.7% | -11.2% | -6.9% |
| YTD | -9.0% | +23.9% | -32.8% | -15.0% |
| 1Y | -21.3% | +18.6% | -40.0% | -23.3% |
| All | -21.3% | +20.8% | -42.2% | -23.3% |
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