+6,717.9%
CDNS vs EMR
+4,421.8%
+2,296.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +7.0% | +2.7% | +4.4% | +5.6% |
| 30D | -0.3% | +2.1% | -2.4% | -1.2% |
| 3M | +3.2% | +2.3% | +0.9% | +2.1% |
| 6M | -6.9% | +22.5% | -29.4% | -17.0% |
| YTD | +6.6% | +27.2% | -20.6% | -8.3% |
| 1Y | +5.6% | +28.0% | -22.4% | -9.6% |
| 3Y | +27.4% | +103.4% | -76.0% | -16.3% |
| 5Y | +83.7% | +88.2% | -4.4% | +24.6% |
| 10Y | +1,215.9% | +280.3% | +935.6% | +449.5% |
| All | +6,717.9% | +4,421.8% | +2,296.1% | +518.9% |
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