+2,307.1%
CDNS vs CME
+7,469.3%
-5,162.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -14.0% | -1.6% | -12.4% | -13.5% |
| 30D | -13.2% | +6.2% | -19.4% | -15.2% |
| 3M | -28.9% | +10.4% | -39.3% | -31.9% |
| 6M | -4.2% | -9.5% | +5.4% | -1.8% |
| YTD | -6.4% | +6.0% | -12.4% | -10.0% |
| 1Y | -16.2% | +9.3% | -25.5% | -20.7% |
| 3Y | +20.2% | +57.7% | -37.5% | -3.4% |
| 5Y | +76.6% | +77.7% | -1.1% | +34.8% |
| 10Y | +1,029.7% | +281.2% | +748.4% | +512.7% |
| All | +2,307.1% | +7,469.3% | -5,162.2% | +550.0% |
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