-16.2%
CDNS vs EFV
+30.7%
-46.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -14.0% | +1.5% | -15.5% | -14.8% |
| 30D | -13.2% | +1.7% | -14.9% | -14.1% |
| 3M | -28.9% | +8.6% | -37.5% | -32.3% |
| 6M | -4.2% | +11.7% | -15.8% | -11.0% |
| YTD | -6.4% | +19.3% | -25.6% | -17.2% |
| 1Y | -16.2% | +30.2% | -46.4% | -34.7% |
| All | -16.2% | +30.7% | -46.9% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling