+1,222.3%
CDNS vs ELF
+393.8%
+828.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | +2.4% | +6.3% | -3.8% | +1.4% |
| 30D | -6.0% | +8.5% | -14.5% | -7.4% |
| 3M | -0.1% | +24.4% | -24.5% | -4.0% |
| 6M | -8.6% | +94.7% | -103.3% | -19.3% |
| YTD | +6.1% | +55.9% | -49.8% | -3.8% |
| 1Y | +0.8% | +48.4% | -47.6% | -7.9% |
| 3Y | +26.8% | +24.6% | +2.2% | +9.5% |
| 5Y | +86.9% | +285.0% | -198.2% | +26.0% |
| 10Y | +1,235.1% | +357.2% | +877.9% | +692.7% |
| All | +1,222.3% | +393.8% | +828.5% | +686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling