+19.4%
CDNS vs DRI
+56.7%
-37.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.7% |
| 7D | -9.2% | -1.2% | -8.0% | -9.1% |
| 30D | -16.3% | -0.4% | -15.9% | -16.3% |
| 3M | -27.9% | +9.5% | -37.4% | -29.1% |
| 6M | -4.3% | +6.5% | -10.8% | -5.6% |
| YTD | -9.1% | +18.4% | -27.5% | -12.9% |
| 1Y | -21.2% | +4.2% | -25.4% | -22.3% |
| 3Y | +19.4% | +57.1% | -37.7% | +4.9% |
| All | +19.4% | +56.7% | -37.3% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling