+71.5%
CDNS vs DLR
+40.9%
+30.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -7.2% | +2.9% | -10.1% | -8.5% |
| 30D | -14.3% | -1.2% | -13.1% | -13.9% |
| 3M | -27.2% | +2.9% | -30.1% | -28.9% |
| 6M | -4.5% | +6.7% | -11.2% | -8.7% |
| YTD | -9.0% | +23.9% | -32.8% | -19.6% |
| 1Y | -21.3% | +18.6% | -40.0% | -29.4% |
| 3Y | +19.6% | +59.7% | -40.1% | -9.3% |
| 5Y | +71.5% | +42.1% | +29.5% | +43.0% |
| All | +71.5% | +40.9% | +30.6% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling