+1,665.4%
CDNS vs EMB
+132.1%
+1,533.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.0% | 0.0% | -14.0% | -14.0% |
| 30D | -13.2% | -0.3% | -12.9% | -12.8% |
| 3M | -28.9% | -0.4% | -28.5% | -28.5% |
| 6M | -4.2% | +0.1% | -4.3% | -4.0% |
| YTD | -6.4% | +1.6% | -7.9% | -7.7% |
| 1Y | -16.2% | +5.6% | -21.8% | -20.9% |
| 3Y | +20.2% | +29.8% | -9.7% | -8.8% |
| 5Y | +76.6% | +7.3% | +69.4% | +65.3% |
| 10Y | +1,029.7% | +30.4% | +999.2% | +786.0% |
| All | +1,665.4% | +132.1% | +1,533.3% | +610.4% |
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