+5,887.0%
CDNS vs ED
+2,217.3%
+3,669.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.6% |
| 7D | -14.0% | -0.2% | -13.8% | -14.0% |
| 30D | -13.2% | -0.1% | -13.0% | -13.2% |
| 3M | -28.9% | +3.9% | -32.8% | -30.1% |
| 6M | -4.2% | -3.0% | -1.1% | -4.0% |
| YTD | -6.4% | +10.7% | -17.0% | -10.4% |
| 1Y | -16.2% | +13.3% | -29.6% | -20.8% |
| 3Y | +20.2% | +34.5% | -14.3% | +4.0% |
| 5Y | +76.6% | +67.1% | +9.5% | +39.3% |
| 10Y | +1,029.7% | +103.0% | +926.6% | +694.5% |
| All | +5,887.0% | +2,217.3% | +3,669.8% | +1,303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling