+46.4%
DRAM vs CDNS
+21.2%
+25.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -1.5% |
| 7D | -14.7% | +2.4% | -17.1% | -15.7% |
| 30D | -28.9% | -6.0% | -22.9% | -25.0% |
| 3M | -18.1% | -0.1% | -18.0% | -17.6% |
| 6M | -23.0% | -8.6% | -14.5% | -12.6% |
| All | +46.4% | +21.2% | +25.2% | +49.7% |
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