+71.5%
CDNS vs DRI
+68.4%
+3.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -7.2% | -4.8% | -2.4% | -5.8% |
| 30D | -14.3% | -3.9% | -10.3% | -13.4% |
| 3M | -27.2% | +5.1% | -32.3% | -28.8% |
| 6M | -4.5% | +5.5% | -10.0% | -7.2% |
| YTD | -9.0% | +16.5% | -25.4% | -15.4% |
| 1Y | -21.3% | +2.0% | -23.3% | -23.4% |
| 3Y | +19.6% | +54.5% | -34.9% | -5.6% |
| 5Y | +71.5% | +66.6% | +4.9% | +25.0% |
| All | +71.5% | +68.4% | +3.1% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling