+1,285.9%
CDNS vs ELV
+2,444.2%
-1,158.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.4% |
| 7D | -14.0% | +3.3% | -17.3% | -15.0% |
| 30D | -13.2% | +4.2% | -17.3% | -14.5% |
| 3M | -28.9% | -0.1% | -28.8% | -29.3% |
| 6M | -4.2% | +41.3% | -45.4% | -15.4% |
| YTD | -6.4% | +17.4% | -23.8% | -12.8% |
| 1Y | -16.2% | +35.1% | -51.3% | -25.9% |
| 3Y | +20.2% | -3.2% | +23.4% | +14.8% |
| 5Y | +76.6% | +15.6% | +61.0% | +55.6% |
| 10Y | +1,029.7% | +276.8% | +752.9% | +519.5% |
| All | +1,285.9% | +2,444.2% | -1,158.4% | +317.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling