+77.4%
CDNS vs DOC
-24.5%
+101.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.6% |
| 7D | -14.0% | -1.5% | -12.5% | -13.7% |
| 30D | -13.2% | -4.8% | -8.4% | -12.2% |
| 3M | -28.9% | +6.9% | -35.8% | -30.2% |
| 6M | -4.2% | +20.7% | -24.9% | -9.1% |
| YTD | -6.4% | +34.1% | -40.5% | -13.9% |
| 1Y | -16.2% | +22.6% | -38.9% | -21.2% |
| 3Y | +20.2% | +20.8% | -0.7% | +12.5% |
| All | +77.4% | -24.5% | +101.9% | +105.3% |
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