+75.8%
CDNS vs EME
+575.5%
-499.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.8% | -0.3% |
| 7D | -1.1% | +3.5% | -4.7% | -2.7% |
| 30D | -10.4% | -6.3% | -4.1% | -8.2% |
| 3M | -24.6% | -3.8% | -20.8% | -24.6% |
| 6M | -1.6% | +8.5% | -10.1% | -7.8% |
| YTD | -7.4% | +27.8% | -35.2% | -20.7% |
| 1Y | -18.4% | +22.2% | -40.6% | -30.1% |
| 3Y | +19.0% | +253.5% | -234.5% | -44.9% |
| All | +75.8% | +575.5% | -499.7% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling