-15.8%
CDNS vs EIX
+9.7%
-25.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | -0.1% |
| 7D | -6.5% | +0.8% | -7.3% | -6.4% |
| 30D | -13.0% | -18.8% | +5.8% | -14.0% |
| 3M | -26.0% | -19.7% | -6.3% | -26.8% |
| 6M | -2.8% | -18.2% | +15.4% | -4.3% |
| YTD | -8.8% | -1.7% | -7.1% | -11.0% |
| 1Y | -15.8% | +7.8% | -23.6% | -19.1% |
| All | -15.8% | +9.7% | -25.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling