-18.4%
CDNS vs EAT
+37.8%
-56.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.5% |
| 7D | -1.1% | -7.7% | +6.6% | -1.3% |
| 30D | -10.4% | -13.6% | +3.1% | -10.7% |
| 3M | -24.6% | +33.9% | -58.5% | -24.8% |
| 6M | -1.6% | +47.2% | -48.8% | -2.7% |
| YTD | -7.4% | +48.1% | -55.5% | -8.4% |
| 1Y | -18.4% | +33.7% | -52.1% | -23.2% |
| All | -18.4% | +37.8% | -56.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling