+78.5%
CDNS vs ECL
+37.7%
+40.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.6% |
| 7D | -2.4% | -0.8% | -1.7% | -2.0% |
| 30D | -10.2% | +8.1% | -18.3% | -13.8% |
| 3M | -5.5% | +6.4% | -11.8% | -8.7% |
| 6M | -9.9% | +14.8% | -24.6% | -16.9% |
| YTD | +2.3% | +15.5% | -13.1% | -6.6% |
| 1Y | -1.4% | +20.1% | -21.5% | -12.4% |
| 3Y | +28.1% | +77.8% | -49.7% | -13.6% |
| All | +78.5% | +37.7% | +40.8% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling