+2,322.3%
CDNS vs EL
+1,685.7%
+636.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -5.0% |
| 7D | -14.0% | +0.8% | -14.8% | -14.3% |
| 30D | -13.2% | +19.8% | -33.0% | -19.1% |
| 3M | -28.9% | +25.7% | -54.6% | -35.1% |
| 6M | -4.2% | +5.4% | -9.6% | -8.0% |
| YTD | -6.4% | +0.2% | -6.6% | -9.9% |
| 1Y | -16.2% | +20.4% | -36.7% | -25.1% |
| 3Y | +20.2% | -32.1% | +52.3% | +21.8% |
| 5Y | +76.6% | -67.2% | +143.8% | +134.0% |
| 10Y | +1,029.7% | +31.7% | +997.9% | +760.7% |
| All | +2,322.3% | +1,685.7% | +636.6% | +597.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling