+1,628.0%
DIS vs CDNS
+6,674.8%
-5,046.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.9% |
| 7D | +5.2% | -2.4% | +7.7% | +5.7% |
| 30D | +11.5% | -10.2% | +21.6% | +13.6% |
| 3M | +11.5% | -5.5% | +17.0% | +12.1% |
| 6M | +8.9% | -9.9% | +18.7% | +9.9% |
| YTD | +3.4% | +2.3% | +1.1% | +1.3% |
| 1Y | +7.2% | -1.4% | +8.6% | +5.6% |
| 3Y | +43.3% | +28.1% | +15.2% | +31.4% |
| 5Y | -31.4% | +79.7% | -111.2% | -41.7% |
| 10Y | +37.1% | +1,183.3% | -1,146.2% | -20.9% |
| All | +1,628.0% | +6,674.8% | -5,046.7% | +478.3% |
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 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