+1,067.1%
CDNS vs ELF
+357.0%
+710.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.4% |
| 7D | -14.0% | +5.4% | -19.4% | -14.8% |
| 30D | -13.2% | +27.0% | -40.1% | -16.8% |
| 3M | -28.9% | +113.2% | -142.1% | -37.9% |
| 6M | -4.2% | +36.6% | -40.7% | -10.4% |
| YTD | -6.4% | +44.2% | -50.6% | -13.8% |
| 1Y | -16.2% | -18.0% | +1.8% | -16.3% |
| 3Y | +20.2% | -19.9% | +40.1% | +12.3% |
| 5Y | +76.6% | +257.7% | -181.1% | +20.6% |
| All | +1,067.1% | +357.0% | +710.1% | +603.9% |
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 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