+2.2%
CDNS vs ELF
+53.2%
-51.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -3.5% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | -2.0% | +9.1% | -11.1% | -3.0% |
| 3M | -0.2% | +28.2% | -28.4% | -2.9% |
| 6M | -8.9% | +119.5% | -128.4% | -15.5% |
| YTD | +3.3% | +55.2% | -51.8% | -3.7% |
| 1Y | +2.2% | +58.6% | -56.4% | -5.9% |
| All | +2.2% | +53.2% | -51.0% | -5.9% |
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