+83.7%
CDNS vs DT
-39.3%
+123.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.6% |
| 7D | +7.0% | +2.7% | +4.3% | +5.8% |
| 30D | -0.3% | -30.4% | +30.1% | +15.8% |
| 3M | +3.2% | -9.4% | +12.6% | +6.4% |
| 6M | -6.9% | +14.5% | -21.4% | -14.9% |
| YTD | +6.6% | +3.6% | +3.0% | +1.4% |
| 1Y | +5.6% | -3.4% | +9.1% | +3.4% |
| 3Y | +27.4% | -11.1% | +38.5% | +27.2% |
| 5Y | +83.7% | -39.5% | +123.2% | +105.6% |
| All | +83.7% | -39.3% | +123.0% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling