+86.9%
CDNS vs DOCS
-49.9%
+136.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | -6.0% | +6.3% | -12.3% | -7.1% |
| 3M | -0.1% | +26.5% | -26.6% | -4.4% |
| 6M | -8.6% | +24.8% | -33.4% | -13.8% |
| YTD | +6.1% | -26.8% | +32.9% | +9.2% |
| 1Y | +0.8% | -38.3% | +39.1% | +6.7% |
| 3Y | +26.8% | +36.0% | -9.3% | +7.8% |
| 5Y | +86.9% | -55.0% | +141.8% | +88.2% |
| All | +86.9% | -49.9% | +136.7% | +88.2% |
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