-18.4%
CDNS vs DOW
+28.8%
-47.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +1.6% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | -10.4% | -3.9% | -6.5% | -10.4% |
| 3M | -24.6% | -12.7% | -11.9% | -23.8% |
| 6M | -1.6% | -13.7% | +12.1% | -1.7% |
| YTD | -7.4% | +28.4% | -35.8% | -12.2% |
| 1Y | -18.4% | +21.8% | -40.2% | -25.1% |
| All | -18.4% | +28.8% | -47.2% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling