+2,622.8%
CDNS vs DVA
+5,194.7%
-2,571.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.2% |
| 7D | -14.0% | +1.8% | -15.8% | -14.3% |
| 30D | -13.2% | -2.5% | -10.7% | -12.9% |
| 3M | -28.9% | -4.3% | -24.6% | -28.7% |
| 6M | -4.2% | +18.9% | -23.0% | -7.8% |
| YTD | -6.4% | +61.9% | -68.3% | -15.1% |
| 1Y | -16.2% | +35.7% | -51.9% | -21.9% |
| 3Y | +20.2% | +78.6% | -58.5% | +5.1% |
| 5Y | +76.6% | +39.2% | +37.4% | +57.4% |
| 10Y | +1,029.7% | +184.0% | +845.7% | +770.8% |
| All | +2,622.8% | +5,194.7% | -2,571.9% | +1,540.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling