-16.2%
CDNS vs EL
+14.8%
-31.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -4.4% |
| 7D | -14.0% | +0.8% | -14.8% | -14.1% |
| 30D | -13.2% | +19.8% | -33.0% | -15.4% |
| 3M | -28.9% | +25.7% | -54.6% | -31.3% |
| 6M | -4.2% | +5.4% | -9.6% | -6.6% |
| YTD | -6.4% | +0.2% | -6.6% | -10.2% |
| 1Y | -16.2% | +20.4% | -36.7% | -23.3% |
| All | -16.2% | +14.8% | -31.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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