+26.8%
CDNS vs DRI
+69.5%
-42.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +2.4% | +4.2% | -1.8% | +2.0% |
| 30D | -6.0% | +15.7% | -21.7% | -7.4% |
| 3M | -0.1% | +5.8% | -5.8% | -0.8% |
| 6M | -8.6% | +18.4% | -27.0% | -10.8% |
| YTD | +6.1% | +28.2% | -22.1% | +0.9% |
| 1Y | +0.8% | +35.9% | -35.1% | -5.5% |
| 3Y | +26.8% | +67.7% | -41.0% | +11.0% |
| All | +26.8% | +69.5% | -42.7% | +11.0% |
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 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