+15.6%
DIA vs CDNS
-15.5%
+31.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -1.6% | -1.1% | -0.4% | -1.4% |
| 30D | -2.0% | -10.4% | +8.4% | -0.8% |
| 3M | +3.6% | -24.6% | +28.2% | +7.1% |
| 6M | +11.5% | -1.6% | +13.1% | +10.4% |
| YTD | +10.4% | -7.4% | +17.8% | +9.9% |
| 1Y | +15.6% | -18.4% | +34.0% | +16.9% |
| All | +15.6% | -15.5% | +31.0% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling