+1,026.7%
CDNS vs ENB
+94.4%
+932.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +4.0% | +1.5% |
| 7D | -6.5% | -4.6% | -2.0% | -4.9% |
| 30D | -13.0% | -5.2% | -7.8% | -11.4% |
| 3M | -26.0% | -13.4% | -12.6% | -22.3% |
| 6M | -2.8% | -7.8% | +5.0% | -0.7% |
| YTD | -8.8% | +4.9% | -13.7% | -11.6% |
| 1Y | -15.8% | +3.2% | -19.1% | -18.0% |
| 3Y | +19.7% | +71.0% | -51.2% | -6.0% |
| 5Y | +70.8% | +64.0% | +6.8% | +35.6% |
| All | +1,026.7% | +94.4% | +932.3% | +699.4% |
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