+75.0%
CDNS vs DOC
-22.1%
+97.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.4% |
| 7D | -9.1% | +6.2% | -15.4% | -10.3% |
| 30D | -13.4% | +6.5% | -19.9% | -14.7% |
| 3M | -7.6% | -6.2% | -1.4% | -6.3% |
| 6M | -11.9% | +25.6% | -37.5% | -17.6% |
| YTD | -0.4% | +32.1% | -32.4% | -8.3% |
| 1Y | -4.9% | +20.3% | -25.2% | -10.3% |
| 3Y | +24.8% | +42.7% | -17.9% | +7.8% |
| 5Y | +75.0% | -22.2% | +97.1% | +113.0% |
| All | +75.0% | -22.1% | +97.0% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling