+4,656.6%
CDNS vs DRI
+8,060.6%
-3,404.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +2.4% | +4.2% | -1.8% | +1.3% |
| 30D | -6.0% | +15.7% | -21.7% | -9.9% |
| 3M | -0.1% | +5.8% | -5.8% | -2.1% |
| 6M | -8.6% | +18.4% | -27.0% | -13.6% |
| YTD | +6.1% | +28.2% | -22.1% | -2.7% |
| 1Y | +0.8% | +35.9% | -35.1% | -9.2% |
| 3Y | +26.8% | +67.7% | -41.0% | +5.8% |
| 5Y | +86.9% | +77.9% | +9.0% | +52.5% |
| 10Y | +1,235.1% | +338.7% | +896.4% | +656.1% |
| All | +4,656.6% | +8,060.6% | -3,404.0% | +1,322.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling