+71.6%
CDNS vs DT
-28.6%
+100.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -1.6% |
| 7D | -9.2% | -4.9% | -4.4% | -7.2% |
| 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% | -16.1% |
| YTD | -9.1% | +16.0% | -25.1% | -16.9% |
| 1Y | -21.2% | +0.7% | -21.9% | -23.5% |
| 3Y | +19.4% | +6.2% | +13.2% | +11.2% |
| 5Y | +71.6% | -28.1% | +99.7% | +76.2% |
| All | +71.6% | -28.6% | +100.2% | +76.2% |
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 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