+19.4%
CDNS vs DT
+3.8%
+15.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -1.6% |
| 7D | -9.2% | -4.9% | -4.4% | -7.3% |
| 30D | -16.3% | +2.7% | -18.9% | -17.3% |
| 3M | -27.9% | +20.0% | -47.9% | -34.3% |
| 6M | -4.3% | +28.0% | -32.4% | -16.3% |
| YTD | -9.1% | +16.0% | -25.1% | -17.1% |
| 1Y | -21.2% | +0.7% | -21.9% | -23.4% |
| 3Y | +19.4% | +6.2% | +13.2% | +11.2% |
| All | +19.4% | +3.8% | +15.6% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling