+1,209.3%
CDNS vs DOC
+23.8%
+1,185.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.2% |
| 7D | +2.4% | +4.3% | -1.9% | +1.2% |
| 30D | -6.0% | +9.2% | -15.2% | -8.5% |
| 3M | -0.1% | -0.8% | +0.8% | -0.1% |
| 6M | -8.6% | +7.1% | -15.7% | -10.9% |
| YTD | +6.1% | +34.0% | -27.9% | -4.2% |
| 1Y | +0.8% | +23.2% | -22.4% | -6.7% |
| 3Y | +26.8% | +53.6% | -26.8% | +6.5% |
| 5Y | +86.9% | -20.4% | +107.3% | +95.5% |
| All | +1,209.3% | +23.8% | +1,185.5% | +1,029.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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