+71.6%
CDNS vs CME
+77.1%
-5.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -9.2% | -2.9% | -6.4% | -8.9% |
| 30D | -16.3% | +5.5% | -21.8% | -16.8% |
| 3M | -27.9% | +11.0% | -38.9% | -28.9% |
| 6M | -4.3% | -9.7% | +5.4% | -2.4% |
| YTD | -9.1% | +4.9% | -14.0% | -10.5% |
| 1Y | -21.2% | +10.1% | -31.3% | -23.5% |
| 3Y | +19.4% | +53.5% | -34.1% | -0.7% |
| 5Y | +71.6% | +77.2% | -5.6% | +29.8% |
| All | +71.6% | +77.1% | -5.5% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling