+70.8%
CDNS vs DVA
+40.8%
+29.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -6.5% | -0.2% | -6.4% | -6.5% |
| 30D | -13.0% | +1.7% | -14.7% | -13.1% |
| 3M | -26.0% | -8.7% | -17.3% | -25.7% |
| 6M | -2.8% | +19.7% | -22.5% | -4.4% |
| YTD | -8.8% | +59.6% | -68.4% | -12.7% |
| 1Y | -15.8% | +37.1% | -52.9% | -18.0% |
| 3Y | +19.7% | +89.8% | -70.0% | +12.0% |
| 5Y | +70.8% | +47.4% | +23.4% | +62.5% |
| All | +70.8% | +40.8% | +29.9% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling