+1,900.2%
CDNS vs EMB
+127.1%
+1,773.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -0.8% |
| 7D | +2.4% | +0.5% | +1.9% | +1.9% |
| 30D | -6.0% | +0.9% | -6.9% | -6.9% |
| 3M | -0.1% | -2.1% | +2.0% | +2.4% |
| 6M | -8.6% | -2.2% | -6.4% | -6.1% |
| YTD | +6.1% | -0.6% | +6.7% | +7.1% |
| 1Y | +0.8% | +0.2% | +0.6% | +0.9% |
| 3Y | +26.8% | +29.5% | -2.7% | -3.4% |
| 5Y | +86.9% | +8.0% | +78.9% | +73.8% |
| 10Y | +1,235.1% | +35.3% | +1,199.8% | +915.8% |
| All | +1,900.2% | +127.1% | +1,773.1% | +724.8% |
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 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