+1,026.7%
CDNS vs DVA
+187.5%
+839.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -6.5% | -0.2% | -6.4% | -6.5% |
| 30D | -13.0% | +1.7% | -14.7% | -13.3% |
| 3M | -26.0% | -8.7% | -17.3% | -25.3% |
| 6M | -2.8% | +19.7% | -22.5% | -6.9% |
| YTD | -8.8% | +59.6% | -68.4% | -18.0% |
| 1Y | -15.8% | +37.1% | -52.9% | -22.0% |
| 3Y | +19.7% | +89.8% | -70.0% | +1.0% |
| 5Y | +70.8% | +47.4% | +23.4% | +49.3% |
| All | +1,026.7% | +187.5% | +839.3% | +717.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling