+19.4%
CDNS vs ED
+35.1%
-15.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -2.5% |
| 7D | -9.2% | +0.5% | -9.8% | -9.0% |
| 30D | -16.3% | +1.1% | -17.3% | -15.7% |
| 3M | -27.9% | +4.6% | -32.6% | -26.1% |
| 6M | -4.3% | -2.0% | -2.4% | -4.1% |
| YTD | -9.1% | +11.7% | -20.8% | -4.0% |
| 1Y | -21.2% | +15.7% | -37.0% | -15.5% |
| 3Y | +19.4% | +34.4% | -15.0% | +32.2% |
| All | +19.4% | +35.1% | -15.7% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling