+2,904.7%
CDNS vs DVA
+4,923.3%
-2,018.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | +1.0% | -8.8% | +9.7% | +2.3% |
| 30D | -2.0% | -3.4% | +1.4% | -1.7% |
| 3M | -0.2% | -2.6% | +2.3% | -0.3% |
| 6M | -8.9% | -11.9% | +3.0% | -7.9% |
| YTD | +3.3% | +53.6% | -50.3% | -5.9% |
| 1Y | +2.2% | +41.9% | -39.6% | -5.7% |
| 3Y | +22.4% | +97.5% | -75.1% | +5.4% |
| 5Y | +78.0% | +65.0% | +13.1% | +53.7% |
| 10Y | +1,175.2% | +193.2% | +982.0% | +875.1% |
| All | +2,904.7% | +4,923.3% | -2,018.6% | +1,718.8% |
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