+1,036.6%
CDNS vs ED
+105.2%
+931.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -14.3% | +1.9% | -16.2% | -14.5% |
| 3M | -27.2% | +1.9% | -29.0% | -27.5% |
| 6M | -4.5% | -2.3% | -2.3% | -4.5% |
| YTD | -9.0% | +10.9% | -19.8% | -11.2% |
| 1Y | -21.3% | +14.5% | -35.8% | -23.9% |
| 3Y | +19.6% | +33.4% | -13.8% | +8.8% |
| 5Y | +71.5% | +67.3% | +4.3% | +44.1% |
| 10Y | +1,036.6% | +110.7% | +925.9% | +776.0% |
| All | +1,036.6% | +105.2% | +931.3% | +776.0% |
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 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