+75.8%
CDNS vs DUK
+39.2%
+36.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -1.1% | -0.7% | -0.5% | -1.2% |
| 30D | -10.4% | -2.4% | -8.0% | -10.6% |
| 3M | -24.6% | -3.0% | -21.6% | -24.7% |
| 6M | -1.6% | -6.6% | +4.9% | -1.8% |
| YTD | -7.4% | +4.6% | -12.0% | -7.6% |
| 1Y | -18.4% | +1.2% | -19.6% | -18.6% |
| 3Y | +19.0% | +45.7% | -26.7% | +10.0% |
| All | +75.8% | +39.2% | +36.5% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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