+31.2%
CDNS vs CME
+62.0%
-30.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.0% |
| 7D | +2.1% | -0.6% | +2.7% | +1.9% |
| 30D | -4.6% | +8.5% | -13.2% | -2.1% |
| 3M | -0.8% | +16.0% | -16.8% | +3.9% |
| 6M | -7.2% | +9.3% | -16.6% | -4.0% |
| YTD | +7.7% | +15.3% | -7.6% | +13.5% |
| 1Y | +3.5% | +14.4% | -10.9% | +9.1% |
| 3Y | +31.2% | +59.9% | -28.7% | +48.9% |
| All | +31.2% | +62.0% | -30.8% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling