+19.4%
CDNS vs DOW
-35.3%
+54.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.0% |
| 7D | -9.2% | -2.9% | -6.3% | -8.8% |
| 30D | -16.3% | +2.0% | -18.2% | -16.7% |
| 3M | -27.9% | -12.5% | -15.4% | -26.2% |
| 6M | -4.3% | -9.2% | +4.9% | -4.2% |
| YTD | -9.1% | +30.8% | -39.9% | -17.8% |
| 1Y | -21.2% | +29.4% | -50.6% | -29.0% |
| 3Y | +19.4% | -34.6% | +53.9% | +27.5% |
| All | +19.4% | -35.3% | +54.7% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling