+1,026.7%
CDNS vs EFV
+167.0%
+859.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | -6.5% | -2.0% | -4.5% | -4.9% |
| 30D | -13.0% | -0.2% | -12.8% | -12.9% |
| 3M | -26.0% | +9.1% | -35.1% | -31.5% |
| 6M | -2.8% | +11.7% | -14.5% | -12.0% |
| YTD | -8.8% | +17.0% | -25.9% | -21.1% |
| 1Y | -15.8% | +26.7% | -42.5% | -32.1% |
| 3Y | +19.7% | +90.2% | -70.4% | -32.5% |
| 5Y | +70.8% | +96.1% | -25.3% | -6.5% |
| All | +1,026.7% | +167.0% | +859.7% | +380.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling