+1,026.7%
CDNS vs ECL
+155.8%
+871.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -6.5% | -2.6% | -3.9% | -5.2% |
| 30D | -13.0% | -4.6% | -8.4% | -10.8% |
| 3M | -26.0% | +6.0% | -32.0% | -28.7% |
| 6M | -2.8% | -3.0% | +0.1% | -2.3% |
| YTD | -8.8% | +4.0% | -12.9% | -12.1% |
| 1Y | -15.8% | +2.0% | -17.8% | -18.3% |
| 3Y | +19.7% | +53.9% | -34.2% | -10.7% |
| 5Y | +70.8% | +27.1% | +43.6% | +40.2% |
| All | +1,026.7% | +155.8% | +871.0% | +539.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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