+5,887.0%
CDNS vs EMR
+4,039.8%
+1,847.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.9% |
| 7D | -14.0% | -1.5% | -12.5% | -13.3% |
| 30D | -13.2% | -5.6% | -7.5% | -10.6% |
| 3M | -28.9% | +7.9% | -36.8% | -32.2% |
| 6M | -4.2% | +6.0% | -10.2% | -8.6% |
| YTD | -6.4% | +16.4% | -22.8% | -15.8% |
| 1Y | -16.2% | +16.6% | -32.8% | -24.9% |
| 3Y | +20.2% | +62.9% | -42.7% | -11.4% |
| 5Y | +76.6% | +60.1% | +16.5% | +30.2% |
| 10Y | +1,029.7% | +268.8% | +760.9% | +376.0% |
| All | +5,887.0% | +4,039.8% | +1,847.2% | +468.6% |
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