+1,199.9%
CDNS vs EL
+63.7%
+1,136.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -0.1% | +0.3% | -0.3% | -0.1% |
| 30D | -5.5% | +12.3% | -17.8% | -9.2% |
| 3M | +0.5% | +28.4% | -27.9% | -8.3% |
| 6M | -9.6% | +36.7% | -46.3% | -19.9% |
| YTD | +5.3% | +8.4% | -3.1% | -1.4% |
| 1Y | +3.4% | +25.4% | -22.0% | -8.4% |
| 3Y | +25.9% | +3.4% | +22.4% | +9.2% |
| 5Y | +85.8% | -64.8% | +150.6% | +162.2% |
| 10Y | +1,199.9% | +63.0% | +1,136.9% | +820.7% |
| All | +1,199.9% | +63.7% | +1,136.2% | +820.7% |
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