+247.6%
DIA vs CDNS
+1,060.3%
-812.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | -1.6% | -1.1% | -0.4% | -1.2% |
| 30D | -2.0% | -10.4% | +8.4% | +0.9% |
| 3M | +3.6% | -24.6% | +28.2% | +11.7% |
| 6M | +11.5% | -1.6% | +13.1% | +10.2% |
| YTD | +10.4% | -7.4% | +17.8% | +10.3% |
| 1Y | +15.6% | -18.4% | +34.0% | +19.7% |
| 3Y | +58.9% | +19.0% | +39.9% | +39.6% |
| 5Y | +65.3% | +73.4% | -8.1% | +22.7% |
| All | +247.6% | +1,060.3% | -812.7% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling