+6,683.5%
CDNS vs EIX
+1,176.1%
+5,507.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +2.4% | +1.0% | +1.5% | +2.2% |
| 30D | -6.0% | +8.9% | -14.9% | -7.7% |
| 3M | -0.1% | -9.8% | +9.7% | +0.8% |
| 6M | -8.6% | -10.2% | +1.6% | -8.1% |
| YTD | +6.1% | +5.9% | +0.2% | +2.2% |
| 1Y | +0.8% | +10.9% | -10.1% | -4.0% |
| 3Y | +26.8% | +10.2% | +16.6% | +18.5% |
| 5Y | +86.9% | +17.0% | +69.8% | +71.0% |
| 10Y | +1,235.1% | +35.1% | +1,200.0% | +1,036.0% |
| All | +6,683.5% | +1,176.1% | +5,507.4% | +2,628.2% |
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