+1,166.2%
CDNS vs EMB
+36.5%
+1,129.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.8% |
| 7D | +1.0% | -0.9% | +1.9% | +2.3% |
| 30D | -2.0% | +0.4% | -2.3% | -2.4% |
| 3M | -0.2% | -3.1% | +2.9% | +4.2% |
| 6M | -8.9% | -2.1% | -6.8% | -6.1% |
| YTD | +3.3% | -1.1% | +4.4% | +5.2% |
| 1Y | +2.2% | -0.1% | +2.3% | +2.7% |
| 3Y | +22.4% | +29.6% | -7.2% | -12.0% |
| 5Y | +78.0% | +7.2% | +70.8% | +67.5% |
| All | +1,166.2% | +36.5% | +1,129.7% | +840.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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