-8.9%
CDNS vs DOW
-15.6%
+6.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.2% |
| 7D | +1.0% | +5.2% | -4.3% | +2.1% |
| 30D | -2.0% | +13.2% | -15.1% | +0.6% |
| 3M | -0.2% | +10.1% | -10.3% | +2.1% |
| 6M | -8.9% | -13.1% | +4.2% | +11.4% |
| All | -8.9% | -15.6% | +6.7% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling