+70.6%
CDNS vs ELV
+13.8%
+56.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.4% |
| 7D | -7.2% | -2.2% | -5.0% | -6.8% |
| 30D | -14.3% | -0.2% | -14.1% | -14.3% |
| 3M | -27.2% | -6.1% | -21.1% | -26.6% |
| 6M | -4.5% | +42.8% | -47.3% | -11.0% |
| YTD | -9.0% | +14.4% | -23.3% | -11.9% |
| 1Y | -21.3% | +28.6% | -49.9% | -25.7% |
| 3Y | +19.6% | -7.4% | +27.0% | +18.4% |
| All | +70.6% | +13.8% | +56.8% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling