+83.5%
CDNS vs DOC
-22.8%
+106.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.1% |
| 7D | -3.8% | +8.7% | -12.5% | -5.5% |
| 30D | -6.8% | +7.6% | -14.4% | -8.4% |
| 3M | -3.3% | -5.3% | +2.0% | -2.2% |
| 6M | -5.7% | +27.6% | -33.3% | -12.1% |
| YTD | +5.4% | +32.4% | -27.0% | -3.0% |
| 1Y | -1.1% | +22.9% | -24.0% | -7.3% |
| 3Y | +32.1% | +43.1% | -11.0% | +14.1% |
| 5Y | +83.5% | -21.4% | +104.9% | +121.9% |
| All | +83.5% | -22.8% | +106.3% | +121.9% |
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