+5,887.0%
CDNS vs EAT
+11,644.8%
-5,757.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -14.0% | 0.0% | -14.0% | -14.1% |
| 30D | -13.2% | +1.9% | -15.0% | -13.9% |
| 3M | -28.9% | +68.7% | -97.6% | -37.6% |
| 6M | -4.2% | +66.9% | -71.1% | -16.5% |
| YTD | -6.4% | +60.4% | -66.8% | -18.1% |
| 1Y | -16.2% | +44.0% | -60.2% | -25.5% |
| 3Y | +20.2% | +604.7% | -584.5% | -29.9% |
| 5Y | +76.6% | +347.0% | -270.4% | +9.4% |
| 10Y | +1,029.7% | +390.8% | +638.9% | +454.0% |
| All | +5,887.0% | +11,644.8% | -5,757.7% | +660.4% |
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