+17.1%
CDNS vs ELAN
+96.4%
-79.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | +0.6% |
| 7D | -6.5% | -6.4% | -0.1% | -5.5% |
| 30D | -13.0% | +0.6% | -13.6% | -13.2% |
| 3M | -26.0% | 0.0% | -26.0% | -26.4% |
| 6M | -2.8% | -3.4% | +0.6% | -3.4% |
| YTD | -8.8% | +1.0% | -9.9% | -10.0% |
| 1Y | -15.8% | +24.7% | -40.5% | -20.1% |
| All | +17.1% | +96.4% | -79.2% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling