+145.3%
CDNS vs DOCN
+70.4%
+74.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -15.9% | +10.4% | -2.0% |
| 7D | -9.1% | -29.3% | +20.1% | -2.3% |
| 30D | -13.4% | -46.0% | +32.7% | -1.7% |
| 3M | -7.6% | -43.2% | +35.6% | +2.6% |
| 6M | -11.9% | -53.7% | +41.8% | +0.9% |
| YTD | -0.4% | +46.9% | -47.3% | -15.8% |
| 1Y | -4.9% | +54.3% | -59.3% | -20.7% |
| 3Y | +24.8% | +185.5% | -160.7% | -15.4% |
| 5Y | +75.0% | -31.1% | +106.1% | +43.7% |
| All | +145.3% | +70.4% | +74.9% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling