+1,166.2%
CDNS vs ED
+147.1%
+1,019.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.3% |
| 7D | +1.0% | +2.1% | -1.1% | +0.7% |
| 30D | -2.0% | +10.4% | -12.4% | -3.2% |
| 3M | -0.2% | +12.5% | -12.8% | -1.8% |
| 6M | -8.9% | +14.9% | -23.8% | -10.8% |
| YTD | +3.3% | +24.8% | -21.5% | -0.7% |
| 1Y | +2.2% | +23.8% | -21.6% | -1.7% |
| 3Y | +22.4% | +51.6% | -29.3% | +9.4% |
| 5Y | +78.0% | +86.4% | -8.4% | +48.0% |
| All | +1,166.2% | +147.1% | +1,019.1% | +862.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling