+6,507.0%
CDNS vs EAT
+10,017.9%
-3,510.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +1.0% | -4.0% | +5.0% | +1.8% |
| 30D | -2.0% | -2.9% | +0.9% | -1.6% |
| 3M | -0.2% | -16.9% | +16.6% | +3.2% |
| 6M | -8.9% | +57.0% | -65.9% | -19.3% |
| YTD | +3.3% | +38.2% | -34.9% | -7.0% |
| 1Y | +2.2% | +69.3% | -67.1% | -12.7% |
| 3Y | +22.4% | +483.0% | -460.6% | -25.7% |
| 5Y | +78.0% | +364.1% | -286.1% | +9.0% |
| 10Y | +1,175.2% | +320.8% | +854.4% | +545.0% |
| All | +6,507.0% | +10,017.9% | -3,510.9% | +762.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling