+71.6%
CDNS vs EMB
+7.3%
+64.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -9.2% | +0.3% | -9.5% | -9.6% |
| 30D | -16.3% | -0.5% | -15.8% | -15.7% |
| 3M | -27.9% | +0.3% | -28.3% | -28.2% |
| 6M | -4.3% | +1.2% | -5.5% | -5.5% |
| YTD | -9.1% | +1.5% | -10.6% | -10.5% |
| 1Y | -21.2% | +4.8% | -26.0% | -25.6% |
| 3Y | +19.4% | +30.4% | -11.0% | -12.8% |
| 5Y | +71.6% | +7.3% | +64.4% | +79.5% |
| All | +71.6% | +7.3% | +64.3% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling