+1,036.6%
CDNS vs EL
+28.8%
+1,007.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +1.1% |
| 7D | -7.2% | -2.4% | -4.8% | -6.5% |
| 30D | -14.3% | +13.7% | -27.9% | -18.3% |
| 3M | -27.2% | +14.5% | -41.7% | -31.0% |
| 6M | -4.5% | +7.4% | -11.9% | -8.6% |
| YTD | -9.0% | -4.7% | -4.3% | -10.7% |
| 1Y | -21.3% | +12.9% | -34.3% | -27.9% |
| 3Y | +19.6% | -32.2% | +51.8% | +22.7% |
| 5Y | +71.5% | -68.4% | +139.9% | +150.5% |
| 10Y | +1,036.6% | +28.3% | +1,008.3% | +786.6% |
| All | +1,036.6% | +28.8% | +1,007.7% | +786.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling