+1,199.9%
CDNS vs ENB
+102.5%
+1,097.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.1% | -1.8% | +1.7% | +0.6% |
| 30D | -5.5% | +2.0% | -7.5% | -6.3% |
| 3M | +0.5% | -5.8% | +6.3% | +2.5% |
| 6M | -9.6% | -9.7% | +0.1% | -6.8% |
| YTD | +5.3% | +4.2% | +1.1% | +2.1% |
| 1Y | +3.4% | +3.2% | +0.2% | +0.5% |
| 3Y | +25.9% | +70.6% | -44.7% | -1.2% |
| 5Y | +85.8% | +55.1% | +30.6% | +50.7% |
| 10Y | +1,199.9% | +107.6% | +1,092.3% | +773.5% |
| All | +1,199.9% | +102.5% | +1,097.4% | +773.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling