+532.5%
CDNS vs ELAN
-28.2%
+560.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | -1.1% | -5.4% | +4.3% | +0.3% |
| 30D | -10.4% | +4.7% | -15.1% | -11.6% |
| 3M | -24.6% | -3.7% | -20.9% | -24.3% |
| 6M | -1.6% | -1.2% | -0.4% | -3.0% |
| YTD | -7.4% | +2.4% | -9.8% | -9.6% |
| 1Y | -18.4% | +23.4% | -41.8% | -24.4% |
| 3Y | +19.0% | +96.7% | -77.7% | -9.5% |
| 5Y | +73.4% | -30.6% | +104.0% | +82.0% |
| All | +532.5% | -28.2% | +560.7% | +499.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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