+71.5%
CDNS vs DOW
-35.8%
+107.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -7.2% | -6.0% | -1.2% | -5.8% |
| 30D | -14.3% | -2.7% | -11.5% | -13.8% |
| 3M | -27.2% | -10.5% | -16.7% | -25.5% |
| 6M | -4.5% | -12.4% | +7.9% | -3.2% |
| YTD | -9.0% | +30.0% | -39.0% | -18.9% |
| 1Y | -21.3% | +27.8% | -49.1% | -30.1% |
| 3Y | +19.6% | -34.9% | +54.5% | +30.8% |
| 5Y | +71.5% | -35.9% | +107.4% | +87.9% |
| All | +71.5% | -35.8% | +107.4% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling