-16.2%
CDNS vs ELF
-17.5%
+1.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.2% |
| 7D | -14.0% | +5.4% | -19.4% | -14.5% |
| 30D | -13.2% | +27.0% | -40.1% | -15.3% |
| 3M | -28.9% | +113.2% | -142.1% | -34.0% |
| 6M | -4.2% | +36.6% | -40.7% | -7.2% |
| YTD | -6.4% | +44.2% | -50.6% | -10.6% |
| 1Y | -16.2% | -18.0% | +1.8% | -13.8% |
| All | -16.2% | -17.5% | +1.3% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling