-16.2%
CDNS vs EME
+19.7%
-35.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.3% |
| 7D | -14.0% | +1.9% | -15.9% | -14.3% |
| 30D | -13.2% | -8.3% | -4.9% | -11.8% |
| 3M | -28.9% | -10.7% | -18.2% | -27.2% |
| 6M | -4.2% | +1.9% | -6.1% | -5.2% |
| YTD | -6.4% | +23.5% | -29.8% | -11.8% |
| 1Y | -16.2% | +18.0% | -34.2% | -23.6% |
| All | -16.2% | +19.7% | -35.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling