-15.9%
CDNS vs ELF
-28.1%
+12.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.6% |
| 7D | -7.2% | -6.8% | -0.4% | -6.6% |
| 30D | -14.3% | +5.1% | -19.3% | -14.7% |
| 3M | -27.2% | +79.8% | -107.0% | -31.0% |
| 6M | -4.5% | +29.7% | -34.2% | -6.9% |
| YTD | -9.0% | +31.6% | -40.6% | -12.0% |
| All | -15.9% | -28.1% | +12.1% | -12.7% |
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