+1,733.8%
CDNS vs EFV
+253.2%
+1,480.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.9% |
| 7D | -7.2% | -0.5% | -6.7% | -6.8% |
| 30D | -14.3% | 0.0% | -14.3% | -14.3% |
| 3M | -27.2% | +8.4% | -35.6% | -32.0% |
| 6M | -4.5% | +12.3% | -16.9% | -13.6% |
| YTD | -9.0% | +17.4% | -26.3% | -20.8% |
| 1Y | -21.3% | +27.1% | -48.5% | -36.0% |
| 3Y | +19.6% | +90.7% | -71.1% | -30.7% |
| 5Y | +71.5% | +95.6% | -24.1% | -2.7% |
| 10Y | +1,036.6% | +165.3% | +871.3% | +394.1% |
| All | +1,733.8% | +253.2% | +1,480.6% | +524.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling