+71.6%
CDNS vs ELF
+239.6%
-167.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.0% |
| 7D | -9.2% | -1.2% | -8.1% | -9.1% |
| 30D | -16.3% | +5.9% | -22.2% | -17.2% |
| 3M | -27.9% | +99.5% | -127.5% | -37.2% |
| 6M | -4.3% | +26.5% | -30.8% | -9.7% |
| YTD | -9.1% | +37.2% | -46.3% | -16.3% |
| 1Y | -21.2% | -24.4% | +3.2% | -19.7% |
| 3Y | +19.4% | -23.3% | +42.7% | +9.9% |
| 5Y | +71.6% | +245.2% | -173.6% | -24.0% |
| All | +71.6% | +239.6% | -167.9% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling