+19.4%
CDNS vs ENB
+79.6%
-60.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.0% |
| 7D | -9.2% | -0.5% | -8.8% | -9.2% |
| 30D | -16.3% | -0.2% | -16.0% | -16.2% |
| 3M | -27.9% | -7.5% | -20.4% | -27.4% |
| 6M | -4.3% | -4.1% | -0.2% | -4.3% |
| YTD | -9.1% | +9.8% | -18.9% | -11.8% |
| 1Y | -21.2% | +8.7% | -29.9% | -23.4% |
| 3Y | +19.4% | +79.0% | -59.6% | +3.9% |
| All | +19.4% | +79.6% | -60.2% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling