+70.8%
CDNS vs DLTR
+29.9%
+40.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -6.5% | -9.4% | +2.9% | -5.6% |
| 30D | -13.0% | -7.3% | -5.7% | -12.4% |
| 3M | -26.0% | +7.6% | -33.6% | -26.8% |
| 6M | -2.8% | +1.6% | -4.4% | -3.6% |
| YTD | -8.8% | -3.5% | -5.3% | -9.1% |
| 1Y | -15.8% | +20.0% | -35.9% | -18.5% |
| 3Y | +19.7% | +2.3% | +17.5% | +16.4% |
| 5Y | +70.8% | +31.5% | +39.2% | +68.9% |
| All | +70.8% | +29.9% | +40.9% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling