+1,025.3%
CDNS vs ELV
+258.8%
+766.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.5% |
| 7D | -7.2% | -2.2% | -5.0% | -6.6% |
| 30D | -14.3% | -0.2% | -14.1% | -14.3% |
| 3M | -27.2% | -6.1% | -21.1% | -26.2% |
| 6M | -4.5% | +42.8% | -47.3% | -14.9% |
| YTD | -9.0% | +14.4% | -23.3% | -13.9% |
| 1Y | -21.3% | +28.6% | -49.9% | -28.5% |
| 3Y | +19.6% | -7.4% | +27.0% | +16.8% |
| 5Y | +71.5% | +14.5% | +57.1% | +51.5% |
| All | +1,025.3% | +258.8% | +766.5% | +672.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling