+71.5%
CDNS vs EMR
+60.6%
+10.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -7.2% | +0.9% | -8.1% | -7.7% |
| 30D | -14.3% | -5.0% | -9.3% | -12.0% |
| 3M | -27.2% | +5.9% | -33.1% | -30.0% |
| 6M | -4.5% | +7.3% | -11.8% | -9.8% |
| YTD | -9.0% | +14.6% | -23.5% | -18.2% |
| 1Y | -21.3% | +15.6% | -37.0% | -29.9% |
| 3Y | +19.6% | +60.2% | -40.6% | -14.3% |
| 5Y | +71.5% | +65.8% | +5.7% | +17.7% |
| All | +71.5% | +60.6% | +10.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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