+1,199.9%
CDNS vs ELF
+335.0%
+864.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.1% | +4.3% | -4.3% | -0.8% |
| 30D | -5.5% | +7.7% | -13.2% | -6.8% |
| 3M | +0.5% | +24.7% | -24.2% | -3.4% |
| 6M | -9.6% | +114.6% | -124.2% | -21.5% |
| YTD | +5.3% | +55.8% | -50.5% | -4.5% |
| 1Y | +3.4% | +51.9% | -48.6% | -6.0% |
| 3Y | +25.9% | +24.6% | +1.3% | +8.7% |
| 5Y | +85.8% | +279.2% | -193.4% | +25.4% |
| 10Y | +1,199.9% | +338.7% | +861.1% | +669.0% |
| All | +1,199.9% | +335.0% | +864.8% | +669.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling