+85.8%
CDNS vs DOW
-27.6%
+113.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.5% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -5.5% | +15.7% | -21.2% | -8.9% |
| 3M | +0.5% | +5.3% | -4.8% | -1.2% |
| 6M | -9.6% | -14.2% | +4.6% | -6.5% |
| YTD | +5.3% | +43.9% | -38.6% | -9.0% |
| 1Y | +3.4% | +53.1% | -49.7% | -12.8% |
| 3Y | +25.9% | -21.8% | +47.7% | +30.2% |
| 5Y | +85.8% | -28.3% | +114.1% | +107.5% |
| All | +85.8% | -27.6% | +113.4% | +107.5% |
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 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