+1,829.6%
CDNS vs EMB
+127.1%
+1,702.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -2.4% | -0.1% | -2.3% | -2.3% |
| 30D | -10.2% | +1.3% | -11.5% | -11.5% |
| 3M | -5.5% | -2.2% | -3.2% | -3.0% |
| 6M | -9.9% | -2.3% | -7.5% | -7.3% |
| YTD | +2.3% | -0.6% | +3.0% | +3.3% |
| 1Y | -1.4% | +0.5% | -1.9% | -1.6% |
| 3Y | +28.1% | +29.4% | -1.3% | -2.4% |
| 5Y | +79.7% | +6.5% | +73.2% | +69.7% |
| 10Y | +1,183.3% | +29.8% | +1,153.5% | +914.3% |
| All | +1,829.6% | +127.1% | +1,702.5% | +695.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling