+71.6%
CDNS vs EL
-67.4%
+139.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.4% |
| 7D | -9.2% | +1.7% | -10.9% | -9.7% |
| 30D | -16.3% | +15.5% | -31.7% | -19.7% |
| 3M | -27.9% | +20.6% | -48.5% | -31.9% |
| 6M | -4.3% | +10.5% | -14.8% | -8.3% |
| YTD | -9.1% | -1.9% | -7.2% | -11.1% |
| 1Y | -21.2% | +16.1% | -37.3% | -27.1% |
| 3Y | +19.4% | -30.2% | +49.6% | +22.3% |
| 5Y | +71.6% | -67.4% | +139.0% | +166.8% |
| All | +71.6% | -67.4% | +139.0% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling