-1.1%
CDNS vs ED
+27.1%
-28.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +4.3% |
| 7D | -3.8% | +5.4% | -9.2% | +0.6% |
| 30D | -6.8% | +16.4% | -23.1% | +6.4% |
| 3M | -3.3% | +11.9% | -15.1% | +6.8% |
| 6M | -5.7% | +11.6% | -17.3% | +5.5% |
| YTD | +5.4% | +24.1% | -18.7% | +25.0% |
| 1Y | -1.1% | +26.9% | -28.0% | +19.0% |
| All | -1.1% | +27.1% | -28.2% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling