+1,458.7%
DIS vs CDNS
+6,098.4%
-4,639.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.9% |
| 7D | -2.6% | -14.0% | +11.4% | +0.3% |
| 30D | +3.5% | -13.2% | +16.7% | +6.2% |
| 3M | +6.8% | -28.9% | +35.7% | +13.6% |
| 6M | +3.0% | -4.2% | +7.2% | +2.9% |
| YTD | -6.7% | -6.4% | -0.4% | -6.7% |
| 1Y | -10.1% | -16.2% | +6.1% | -8.4% |
| 3Y | +33.0% | +20.2% | +12.9% | +23.9% |
| 5Y | -40.0% | +76.6% | -116.6% | -48.7% |
| 10Y | +21.1% | +1,029.7% | -1,008.6% | -28.2% |
| All | +1,458.7% | +6,098.4% | -4,639.6% | +432.9% |
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