+300.7%
CDNS vs DT
+103.5%
+197.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.3% |
| 7D | -14.0% | -3.3% | -10.7% | -12.8% |
| 30D | -13.2% | +2.0% | -15.2% | -14.0% |
| 3M | -28.9% | +20.0% | -48.9% | -34.7% |
| 6M | -4.2% | +39.3% | -43.5% | -18.2% |
| YTD | -6.4% | +19.8% | -26.1% | -14.9% |
| 1Y | -16.2% | +4.3% | -20.5% | -19.6% |
| 3Y | +20.2% | +7.7% | +12.5% | +11.8% |
| 5Y | +76.6% | -26.8% | +103.5% | +80.5% |
| All | +300.7% | +103.5% | +197.2% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling