+6,443.8%
CDNS vs ED
+2,460.7%
+3,983.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.5% |
| 7D | -2.4% | +1.6% | -4.1% | -3.0% |
| 30D | -10.2% | +13.3% | -23.5% | -13.8% |
| 3M | -5.5% | +9.7% | -15.2% | -8.5% |
| 6M | -9.9% | +12.8% | -22.6% | -13.9% |
| YTD | +2.3% | +22.3% | -20.0% | -5.4% |
| 1Y | -1.4% | +26.3% | -27.7% | -10.0% |
| 3Y | +28.1% | +45.0% | -16.9% | +8.3% |
| 5Y | +79.7% | +80.2% | -0.5% | +38.6% |
| 10Y | +1,183.3% | +129.9% | +1,053.4% | +764.6% |
| All | +6,443.8% | +2,460.7% | +3,983.1% | +1,382.5% |
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