+77.4%
CDNS vs DOCS
-73.4%
+150.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.5% |
| 7D | -14.0% | -1.4% | -12.6% | -13.8% |
| 30D | -13.2% | +21.8% | -35.0% | -16.9% |
| 3M | -28.9% | +27.3% | -56.2% | -32.6% |
| 6M | -4.2% | -0.3% | -3.8% | -5.9% |
| YTD | -6.4% | -40.5% | +34.1% | -0.1% |
| 1Y | -16.2% | -61.5% | +45.3% | -3.9% |
| 3Y | +20.2% | +8.2% | +12.0% | +7.1% |
| All | +77.4% | -73.4% | +150.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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