+1,036.6%
CDNS vs CME
+280.6%
+755.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -7.2% | -0.6% | -6.6% | -7.0% |
| 30D | -14.3% | +4.7% | -18.9% | -15.4% |
| 3M | -27.2% | +7.8% | -35.0% | -29.1% |
| 6M | -4.5% | -11.0% | +6.5% | -1.7% |
| YTD | -9.0% | +4.0% | -13.0% | -11.4% |
| 1Y | -21.3% | +9.1% | -30.4% | -24.9% |
| 3Y | +19.6% | +52.3% | -32.7% | -1.9% |
| 5Y | +71.5% | +76.1% | -4.6% | +32.2% |
| 10Y | +1,036.6% | +280.6% | +756.0% | +658.2% |
| All | +1,036.6% | +280.6% | +755.9% | +658.2% |
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