+6,683.5%
CDNS vs ECL
+14,303.5%
-7,620.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -6.0% | +8.6% | -14.6% | -9.8% |
| 3M | -0.1% | +7.9% | -8.0% | -4.0% |
| 6M | -8.6% | +21.0% | -29.6% | -17.5% |
| YTD | +6.1% | +17.5% | -11.4% | -3.3% |
| 1Y | +0.8% | +19.7% | -18.8% | -9.2% |
| 3Y | +26.8% | +77.4% | -50.6% | -7.4% |
| 5Y | +86.9% | +38.7% | +48.2% | +52.8% |
| 10Y | +1,235.1% | +193.5% | +1,041.6% | +642.2% |
| All | +6,683.5% | +14,303.5% | -7,620.0% | +710.3% |
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