+22.4%
CDNS vs EME
+216.1%
-193.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +1.0% | +8.4% | -7.4% | -2.0% |
| 30D | -2.0% | -11.5% | +9.5% | +2.1% |
| 3M | -0.2% | -20.6% | +20.4% | +7.9% |
| 6M | -8.9% | -28.5% | +19.6% | +2.2% |
| YTD | +3.3% | +8.0% | -4.7% | -5.0% |
| 1Y | +2.2% | +6.8% | -4.5% | -5.6% |
| 3Y | +22.4% | +213.9% | -191.5% | -31.4% |
| All | +22.4% | +216.1% | -193.7% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling