+1,032.7%
CDNS vs DOC
-2.1%
+1,034.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.5% |
| 7D | -14.0% | -1.5% | -12.5% | -13.6% |
| 30D | -13.2% | -4.8% | -8.4% | -12.0% |
| 3M | -28.9% | +6.9% | -35.8% | -30.5% |
| 6M | -4.2% | +20.7% | -24.9% | -10.3% |
| YTD | -6.4% | +34.1% | -40.5% | -15.3% |
| 1Y | -16.2% | +22.6% | -38.9% | -22.3% |
| 3Y | +20.2% | +20.8% | -0.7% | +9.6% |
| 5Y | +76.6% | -24.9% | +101.5% | +88.6% |
| All | +1,032.7% | -2.1% | +1,034.8% | +976.0% |
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