-15.8%
CDNS vs DT
+1.8%
-17.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -6.5% | -2.5% | -4.0% | -5.6% |
| 30D | -13.0% | +3.5% | -16.5% | -14.1% |
| 3M | -26.0% | +26.7% | -52.7% | -33.5% |
| 6M | -2.8% | +36.1% | -39.0% | -16.7% |
| YTD | -8.8% | +18.6% | -27.5% | -18.3% |
| 1Y | -15.8% | +7.9% | -23.7% | -21.7% |
| All | -15.8% | +1.8% | -17.6% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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