+1,026.7%
CDNS vs EFX
+41.8%
+985.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -6.5% | -11.1% | +4.6% | -1.6% |
| 30D | -13.0% | -7.4% | -5.6% | -10.3% |
| 3M | -26.0% | +1.5% | -27.5% | -27.7% |
| 6M | -2.8% | -13.7% | +10.9% | +1.8% |
| YTD | -8.8% | -21.9% | +13.0% | -0.6% |
| 1Y | -15.8% | -30.8% | +15.0% | -3.4% |
| 3Y | +19.7% | -12.4% | +32.1% | +18.3% |
| 5Y | +70.8% | -35.9% | +106.7% | +91.3% |
| All | +1,026.7% | +41.8% | +985.0% | +788.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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