+1,026.7%
CDNS vs DLTR
+45.9%
+980.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -6.5% | -9.4% | +2.9% | -5.0% |
| 30D | -13.0% | -7.3% | -5.7% | -12.1% |
| 3M | -26.0% | +7.6% | -33.6% | -27.2% |
| 6M | -2.8% | +1.6% | -4.4% | -4.1% |
| YTD | -8.8% | -3.5% | -5.3% | -9.3% |
| 1Y | -15.8% | +20.0% | -35.9% | -19.9% |
| 3Y | +19.7% | +2.3% | +17.5% | +14.2% |
| 5Y | +70.8% | +31.5% | +39.2% | +47.9% |
| All | +1,026.7% | +45.9% | +980.8% | +798.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling