+77.4%
CDNS vs DOCN
+54.1%
+23.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -4.6% |
| 7D | -14.0% | +1.1% | -15.1% | -14.3% |
| 30D | -13.2% | -9.6% | -3.5% | -11.6% |
| 3M | -28.9% | -37.7% | +8.8% | -22.1% |
| 6M | -4.2% | +115.2% | -119.4% | -24.6% |
| YTD | -6.4% | +133.7% | -140.1% | -28.3% |
| 1Y | -16.2% | +250.2% | -266.4% | -42.8% |
| 3Y | +20.2% | +320.3% | -300.1% | -26.2% |
| All | +77.4% | +54.1% | +23.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling