+6,683.5%
CDNS vs EMR
+4,438.6%
+2,245.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | +2.4% | +0.7% | +1.7% | +2.1% |
| 30D | -6.0% | +3.5% | -9.5% | -7.6% |
| 3M | -0.1% | +5.9% | -6.0% | -3.0% |
| 6M | -8.6% | +19.4% | -28.0% | -17.3% |
| YTD | +6.1% | +27.7% | -21.6% | -9.0% |
| 1Y | +0.8% | +30.9% | -30.1% | -14.8% |
| 3Y | +26.8% | +104.2% | -77.4% | -16.8% |
| 5Y | +86.9% | +89.6% | -2.8% | +26.2% |
| 10Y | +1,235.1% | +280.0% | +955.1% | +457.8% |
| All | +6,683.5% | +4,438.6% | +2,245.0% | +514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling