+235.7%
DIA vs CDNS
+1,098.6%
-862.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.0% |
| 7D | +2.1% | +1.0% | +1.2% | +1.8% |
| 30D | +1.5% | -2.0% | +3.4% | +1.8% |
| 3M | -2.4% | -0.2% | -2.2% | -3.0% |
| 6M | +6.0% | -8.9% | +14.9% | +7.2% |
| YTD | +10.1% | +3.3% | +6.7% | +6.1% |
| 1Y | +11.8% | +2.2% | +9.6% | +8.1% |
| 3Y | +59.7% | +22.4% | +37.3% | +39.5% |
| 5Y | +57.9% | +78.0% | -20.1% | +16.9% |
| All | +235.7% | +1,098.6% | -862.9% | +32.3% |
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