+17.1%
CDNS vs DLTR
+1.8%
+15.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -6.5% | -9.4% | +2.9% | -5.9% |
| 30D | -13.0% | -7.3% | -5.7% | -12.6% |
| 3M | -26.0% | +7.6% | -33.6% | -26.6% |
| 6M | -2.8% | +1.6% | -4.4% | -3.4% |
| YTD | -8.8% | -3.5% | -5.3% | -9.0% |
| 1Y | -15.8% | +20.0% | -35.9% | -17.8% |
| All | +17.1% | +1.8% | +15.3% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling