+2,607.7%
CDNS vs CME
+8,439.6%
-5,831.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.5% |
| 7D | -0.1% | +2.5% | -2.5% | -1.0% |
| 30D | -5.5% | +13.9% | -19.4% | -10.2% |
| 3M | +0.5% | +22.4% | -21.8% | -7.2% |
| 6M | -9.6% | +12.9% | -22.5% | -15.0% |
| YTD | +5.3% | +19.6% | -14.3% | -3.7% |
| 1Y | +3.4% | +17.7% | -14.3% | -5.0% |
| 3Y | +25.9% | +65.3% | -39.4% | -0.8% |
| 5Y | +85.8% | +75.1% | +10.6% | +42.3% |
| 10Y | +1,199.9% | +305.8% | +894.1% | +588.5% |
| All | +2,607.7% | +8,439.6% | -5,831.9% | +596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling