+159.3%
CDNS vs DOCN
+110.0%
+49.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.6% | -10.3% | -2.8% |
| 7D | -0.1% | +3.7% | -3.8% | -1.2% |
| 30D | -5.5% | -33.7% | +28.2% | +2.5% |
| 3M | +0.5% | -27.9% | +28.4% | +5.9% |
| 6M | -9.6% | -46.4% | +36.8% | +0.3% |
| YTD | +5.3% | +81.1% | -75.8% | -15.1% |
| 1Y | +3.4% | +74.3% | -70.9% | -16.1% |
| 3Y | +25.9% | +245.8% | -220.0% | -18.1% |
| 5Y | +85.8% | -23.7% | +109.5% | +47.8% |
| All | +159.3% | +110.0% | +49.3% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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