+6,634.9%
CDNS vs ECL
+14,389.6%
-7,754.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -0.1% | -2.3% | +2.2% | +1.1% |
| 30D | -5.5% | +8.3% | -13.8% | -9.2% |
| 3M | +0.5% | +8.4% | -7.9% | -3.6% |
| 6M | -9.6% | +23.3% | -32.9% | -19.2% |
| YTD | +5.3% | +18.2% | -12.9% | -4.3% |
| 1Y | +3.4% | +18.8% | -15.4% | -6.5% |
| 3Y | +25.9% | +78.5% | -52.6% | -8.3% |
| 5Y | +85.8% | +40.1% | +45.7% | +51.1% |
| 10Y | +1,199.9% | +196.5% | +1,003.4% | +619.1% |
| All | +6,634.9% | +14,389.6% | -7,754.8% | +702.1% |
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 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