+21.0%
DHR vs CDNS
+23.9%
-2.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.9% |
| 7D | +1.2% | +1.0% | +0.2% | +1.0% |
| 30D | +3.7% | -2.0% | +5.7% | +4.0% |
| 3M | +14.5% | -0.2% | +14.7% | +14.1% |
| 6M | +40.9% | -8.9% | +49.8% | +41.7% |
| YTD | +2.4% | +3.3% | -0.9% | -0.9% |
| 1Y | +6.1% | +2.2% | +3.9% | +2.9% |
| 3Y | +21.0% | +22.4% | -1.4% | +7.8% |
| All | +21.0% | +23.9% | -2.9% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling