+2,252.9%
CDNS vs DLR
+3,595.6%
-1,342.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | +1.6% | -15.6% | -14.6% |
| 30D | -13.2% | -3.4% | -9.8% | -11.9% |
| 3M | -28.9% | +0.5% | -29.4% | -29.7% |
| 6M | -4.2% | +4.6% | -8.7% | -7.2% |
| YTD | -6.4% | +23.4% | -29.8% | -16.3% |
| 1Y | -16.2% | +19.0% | -35.2% | -24.2% |
| 3Y | +20.2% | +56.5% | -36.4% | -5.4% |
| 5Y | +76.6% | +33.3% | +43.3% | +46.5% |
| 10Y | +1,029.7% | +165.1% | +864.5% | +554.7% |
| All | +2,252.9% | +3,595.6% | -1,342.8% | +391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling