+5,711.3%
CDNS vs DTE
+3,521.9%
+2,189.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.3% |
| 7D | -9.2% | +0.9% | -10.1% | -9.5% |
| 30D | -16.3% | -1.9% | -14.4% | -15.7% |
| 3M | -27.9% | -3.3% | -24.6% | -27.2% |
| 6M | -4.3% | -7.1% | +2.8% | -2.5% |
| YTD | -9.1% | +8.1% | -17.2% | -12.8% |
| 1Y | -21.2% | +5.3% | -26.5% | -23.8% |
| 3Y | +19.4% | +48.2% | -28.8% | -1.6% |
| 5Y | +71.6% | +33.2% | +38.4% | +46.5% |
| 10Y | +1,005.1% | +137.5% | +867.5% | +610.2% |
| All | +5,711.3% | +3,521.9% | +2,189.4% | +1,301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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