+7.4%
DASH vs CDNS
+76.3%
-68.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -2.1% |
| 7D | -10.6% | -14.0% | +3.4% | -1.7% |
| 30D | +2.2% | -13.2% | +15.3% | +11.2% |
| 3M | +32.3% | -28.9% | +61.2% | +62.2% |
| 6M | +19.1% | -4.2% | +23.3% | +18.2% |
| YTD | -6.5% | -6.4% | -0.2% | -7.0% |
| 1Y | -14.9% | -16.2% | +1.3% | -9.3% |
| 3Y | +151.9% | +20.2% | +131.8% | +77.6% |
| All | +7.4% | +76.3% | -68.9% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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