+2,667.5%
CDNS vs CME
+8,132.9%
-5,465.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.4% |
| 7D | +2.1% | -0.6% | +2.7% | +2.3% |
| 30D | -4.6% | +8.5% | -13.2% | -7.8% |
| 3M | -0.8% | +16.0% | -16.8% | -6.6% |
| 6M | -7.2% | +9.3% | -16.6% | -11.7% |
| YTD | +7.7% | +15.3% | -7.6% | -0.2% |
| 1Y | +3.5% | +14.4% | -10.9% | -3.9% |
| 3Y | +31.2% | +59.9% | -28.7% | +4.7% |
| 5Y | +84.5% | +69.4% | +15.1% | +43.1% |
| 10Y | +1,242.9% | +299.5% | +943.4% | +614.4% |
| All | +2,667.5% | +8,132.9% | -5,465.4% | +621.2% |
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 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