-1.1%
CDNS vs DLTR
+45.2%
-46.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.6% | -7.9% | +1.6% |
| 7D | -3.8% | +15.6% | -19.4% | -4.0% |
| 30D | -6.8% | +29.9% | -36.6% | -7.4% |
| 3M | -3.3% | +12.5% | -15.7% | -3.5% |
| 6M | -5.7% | +56.3% | -62.0% | -9.0% |
| YTD | +5.4% | +19.5% | -14.1% | +5.3% |
| 1Y | -1.1% | +44.0% | -45.1% | -4.9% |
| All | -1.1% | +45.2% | -46.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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