+22.4%
CDNS vs EFV
+91.8%
-69.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.4% |
| 7D | +1.0% | +2.5% | -1.6% | -1.1% |
| 30D | -2.0% | +2.9% | -4.9% | -4.2% |
| 3M | -0.2% | -1.4% | +1.2% | +0.9% |
| 6M | -8.9% | +5.5% | -14.4% | -13.1% |
| YTD | +3.3% | +16.1% | -12.7% | -10.3% |
| 1Y | +2.2% | +20.3% | -18.1% | -14.3% |
| 3Y | +22.4% | +90.4% | -68.1% | -31.1% |
| All | +22.4% | +91.8% | -69.4% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling