+8.9%
DIS vs CDNS
-9.5%
+18.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.5% |
| 7D | +5.2% | -2.4% | +7.7% | +5.3% |
| 30D | +11.5% | -10.2% | +21.6% | +11.8% |
| 3M | +11.5% | -5.5% | +17.0% | +11.6% |
| 6M | +8.9% | -9.9% | +18.7% | +7.2% |
| All | +8.9% | -9.5% | +18.4% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling