+63.6%
DIA vs CDNS
+71.8%
-8.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | -7.2% | +6.0% | +0.3% |
| 30D | -2.7% | -14.3% | +11.6% | +0.4% |
| 3M | +3.3% | -27.2% | +30.5% | +10.2% |
| 6M | +10.4% | -4.5% | +14.9% | +10.1% |
| YTD | +10.0% | -9.0% | +18.9% | +10.4% |
| 1Y | +16.2% | -21.3% | +37.5% | +20.3% |
| 3Y | +58.7% | +19.6% | +39.2% | +42.6% |
| 5Y | +63.6% | +71.5% | -8.0% | +28.3% |
| All | +63.6% | +71.8% | -8.2% | +28.3% |
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 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