+1,129.1%
DIA vs CDNS
+1,135.7%
-6.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.3% |
| 7D | -0.2% | -14.0% | +13.8% | +2.8% |
| 30D | -1.5% | -13.2% | +11.6% | +1.1% |
| 3M | +3.8% | -28.9% | +32.7% | +10.6% |
| 6M | +10.3% | -4.2% | +14.4% | +10.2% |
| YTD | +12.1% | -6.4% | +18.5% | +12.1% |
| 1Y | +18.6% | -16.2% | +34.9% | +21.0% |
| 3Y | +60.6% | +20.2% | +40.5% | +49.1% |
| 5Y | +64.4% | +76.6% | -12.2% | +38.9% |
| 10Y | +250.1% | +1,029.7% | -779.6% | +104.5% |
| All | +1,129.1% | +1,135.7% | -6.6% | +460.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling