+5,887.0%
CDNS vs ECL
+13,009.7%
-7,122.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | -2.6% | -11.4% | -12.9% |
| 30D | -13.2% | -2.2% | -11.0% | -12.3% |
| 3M | -28.9% | +10.1% | -39.0% | -32.6% |
| 6M | -4.2% | -5.7% | +1.6% | -2.3% |
| YTD | -6.4% | +7.0% | -13.3% | -10.5% |
| 1Y | -16.2% | +2.7% | -18.9% | -18.6% |
| 3Y | +20.2% | +57.7% | -37.5% | -6.9% |
| 5Y | +76.6% | +31.1% | +45.5% | +48.8% |
| 10Y | +1,029.7% | +150.9% | +878.8% | +578.7% |
| All | +5,887.0% | +13,009.7% | -7,122.6% | +650.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling