+1,034.8%
CDNS vs ELF
+317.0%
+717.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.9% |
| 7D | -7.2% | -6.8% | -0.4% | -6.1% |
| 30D | -14.3% | +5.1% | -19.3% | -15.1% |
| 3M | -27.2% | +79.8% | -107.0% | -34.5% |
| 6M | -4.5% | +29.7% | -34.2% | -9.9% |
| YTD | -9.0% | +31.6% | -40.6% | -14.9% |
| 1Y | -21.3% | -27.9% | +6.6% | -19.7% |
| 3Y | +19.6% | -26.4% | +46.0% | +13.4% |
| 5Y | +71.5% | +235.6% | -164.1% | +18.5% |
| All | +1,034.8% | +317.0% | +717.8% | +595.1% |
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