+1,206.6%
CDNS vs CVE
+147.6%
+1,059.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | +7.0% | +4.6% | +2.4% | +6.4% |
| 30D | -0.3% | -12.0% | +11.7% | +1.4% |
| 3M | +3.2% | -3.8% | +6.9% | +3.2% |
| 6M | -6.9% | -2.7% | -4.2% | -7.3% |
| YTD | +6.6% | +73.6% | -67.0% | -3.1% |
| 1Y | +5.6% | +62.0% | -56.4% | -3.1% |
| 3Y | +27.4% | +72.7% | -45.3% | +14.1% |
| 5Y | +83.7% | +153.9% | -70.2% | +52.7% |
| All | +1,206.6% | +147.6% | +1,059.0% | +822.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling