+77.1%
CDNS vs EFX
-30.1%
+107.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.4% |
| 7D | +1.0% | -0.8% | +1.7% | +1.3% |
| 30D | -2.0% | +25.1% | -27.1% | -12.1% |
| 3M | -0.2% | +1.7% | -1.9% | -2.4% |
| 6M | -8.9% | +18.4% | -27.3% | -18.3% |
| YTD | +3.3% | -12.5% | +15.9% | +6.6% |
| 1Y | +2.2% | -8.1% | +10.3% | +2.6% |
| 3Y | +22.4% | +4.8% | +17.6% | +5.7% |
| All | +77.1% | -30.1% | +107.3% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling