+5,887.0%
CDNS vs EIX
+1,083.9%
+4,803.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | -14.0% | -19.1% | +5.1% | -10.9% |
| 30D | -13.2% | -16.9% | +3.7% | -10.7% |
| 3M | -28.9% | -20.0% | -8.9% | -26.5% |
| 6M | -4.2% | -21.3% | +17.2% | -0.8% |
| YTD | -6.4% | -1.7% | -4.6% | -8.1% |
| 1Y | -16.2% | +9.6% | -25.8% | -20.0% |
| 3Y | +20.2% | -3.7% | +23.9% | +15.9% |
| 5Y | +76.6% | +22.6% | +54.0% | +59.9% |
| 10Y | +1,029.7% | +17.7% | +1,012.0% | +892.4% |
| All | +5,887.0% | +1,083.9% | +4,803.1% | +2,351.6% |
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