+6,717.9%
CDNS vs EIX
+1,171.7%
+5,546.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +7.0% | -1.5% | +8.5% | +7.4% |
| 30D | -0.3% | +8.1% | -8.4% | -1.9% |
| 3M | +3.2% | -12.1% | +15.3% | +4.7% |
| 6M | -6.9% | -13.4% | +6.5% | -5.6% |
| YTD | +6.6% | +5.6% | +1.1% | +2.8% |
| 1Y | +5.6% | +7.8% | -2.2% | +1.3% |
| 3Y | +27.4% | +9.8% | +17.6% | +19.2% |
| 5Y | +83.7% | +18.8% | +64.9% | +67.5% |
| 10Y | +1,215.9% | +34.4% | +1,181.5% | +1,020.8% |
| All | +6,717.9% | +1,171.7% | +5,546.2% | +2,644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling