-31.9%
DIS vs CDNS
+78.1%
-110.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.1% |
| 7D | +5.2% | -2.4% | +7.7% | +5.9% |
| 30D | +11.5% | -10.2% | +21.6% | +14.3% |
| 3M | +11.5% | -5.5% | +17.0% | +12.3% |
| 6M | +8.9% | -9.9% | +18.7% | +10.1% |
| YTD | +3.4% | +2.3% | +1.1% | -0.3% |
| 1Y | +7.2% | -1.4% | +8.6% | +4.3% |
| 3Y | +43.3% | +28.1% | +15.2% | +19.8% |
| All | -31.9% | +78.1% | -110.0% | -54.3% |
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