+1,166.2%
CDNS vs EL
+62.2%
+1,104.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.5% |
| 7D | +1.0% | +1.5% | -0.6% | +0.5% |
| 30D | -2.0% | +10.0% | -12.0% | -5.2% |
| 3M | -0.2% | +28.4% | -28.6% | -9.0% |
| 6M | -8.9% | +37.1% | -46.0% | -19.4% |
| YTD | +3.3% | +7.8% | -4.5% | -3.1% |
| 1Y | +2.2% | +26.0% | -23.8% | -9.6% |
| 3Y | +22.4% | +3.8% | +18.6% | +5.9% |
| 5Y | +78.0% | -65.2% | +143.2% | +152.5% |
| All | +1,166.2% | +62.2% | +1,104.0% | +785.8% |
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