+5,711.3%
CDNS vs EME
+62,686.5%
-56,975.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.5% | -3.8% |
| 7D | -9.2% | +5.2% | -14.4% | -10.8% |
| 30D | -16.3% | -5.4% | -10.9% | -14.9% |
| 3M | -27.9% | -6.1% | -21.8% | -27.5% |
| 6M | -4.3% | +9.7% | -14.0% | -8.9% |
| YTD | -9.1% | +26.6% | -35.7% | -17.9% |
| 1Y | -21.2% | +24.6% | -45.9% | -29.2% |
| 3Y | +19.4% | +249.6% | -230.2% | -24.6% |
| 5Y | +71.6% | +556.6% | -484.9% | -12.1% |
| 10Y | +1,005.1% | +1,286.6% | -281.6% | +324.4% |
| All | +5,711.3% | +62,686.5% | -56,975.1% | +1,150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling