+19.4%
CDNS vs DLR
+57.6%
-38.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | -9.2% | +3.4% | -12.6% | -10.6% |
| 30D | -16.3% | -2.2% | -14.0% | -15.5% |
| 3M | -27.9% | +4.7% | -32.7% | -30.1% |
| 6M | -4.3% | +9.0% | -13.3% | -9.4% |
| YTD | -9.1% | +24.1% | -33.3% | -19.8% |
| 1Y | -21.2% | +20.9% | -42.2% | -29.9% |
| 3Y | +19.4% | +60.0% | -40.7% | -7.5% |
| All | +19.4% | +57.6% | -38.2% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling