+5,887.0%
CDNS vs EFX
+6,408.3%
-521.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.4% | +2.4% | -1.2% |
| 7D | -14.0% | -8.6% | -5.4% | -10.6% |
| 30D | -13.2% | +0.1% | -13.3% | -13.5% |
| 3M | -28.9% | +3.8% | -32.7% | -31.1% |
| 6M | -4.2% | -13.5% | +9.3% | +0.2% |
| YTD | -6.4% | -17.7% | +11.3% | -0.5% |
| 1Y | -16.2% | -25.6% | +9.4% | -7.4% |
| 3Y | +20.2% | -12.1% | +32.3% | +19.7% |
| 5Y | +76.6% | -33.8% | +110.4% | +96.9% |
| 10Y | +1,029.7% | +45.1% | +984.5% | +749.5% |
| All | +5,887.0% | +6,408.3% | -521.2% | +956.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling