-19.8%
CDNS vs ELV
+28.4%
-48.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | -7.2% | -2.2% | -5.0% | -7.0% |
| 30D | -14.3% | -0.2% | -14.1% | -14.2% |
| 3M | -27.2% | -6.1% | -21.1% | -26.9% |
| 6M | -4.5% | +42.8% | -47.3% | -8.4% |
| YTD | -9.0% | +14.4% | -23.3% | -10.7% |
| All | -19.8% | +28.4% | -48.1% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling