-21.3%
CDNS vs DRI
+3.0%
-24.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | -0.1% |
| 7D | -7.2% | -4.8% | -2.4% | -7.9% |
| 30D | -14.3% | -3.9% | -10.3% | -14.7% |
| 3M | -27.2% | +5.1% | -32.3% | -26.7% |
| 6M | -4.5% | +5.5% | -10.0% | -3.8% |
| YTD | -9.0% | +16.5% | -25.4% | -7.4% |
| 1Y | -21.3% | +2.0% | -23.3% | -26.0% |
| All | -21.3% | +3.0% | -24.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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