+31.9%
DIS vs CDNS
+1,098.6%
-1,066.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.5% |
| 7D | +1.9% | +1.0% | +0.9% | +1.6% |
| 30D | +9.2% | -2.0% | +11.1% | +9.4% |
| 3M | +13.5% | -0.2% | +13.8% | +12.5% |
| 6M | +14.3% | -8.9% | +23.2% | +15.3% |
| YTD | +5.4% | +3.3% | +2.0% | +1.3% |
| 1Y | +12.2% | +2.2% | +9.9% | +8.0% |
| 3Y | +37.2% | +22.4% | +14.8% | +18.9% |
| 5Y | -23.1% | +78.0% | -101.2% | -43.3% |
| All | +31.9% | +1,098.6% | -1,066.7% | -42.7% |
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