+1,166.2%
CDNS vs CME
+308.7%
+857.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | +1.0% | +3.9% | -3.0% | -0.1% |
| 30D | -2.0% | +11.3% | -13.3% | -5.1% |
| 3M | -0.2% | +19.6% | -19.8% | -5.6% |
| 6M | -8.9% | +8.1% | -17.0% | -11.6% |
| YTD | +3.3% | +20.4% | -17.1% | -4.0% |
| 1Y | +2.2% | +16.5% | -14.3% | -4.0% |
| 3Y | +22.4% | +66.4% | -44.1% | -2.0% |
| 5Y | +78.0% | +74.5% | +3.6% | +38.7% |
| All | +1,166.2% | +308.7% | +857.5% | +665.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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