+1,026.7%
CDNS vs ENTG
+778.5%
+248.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.1% | +1.7% |
| 7D | -6.5% | +5.1% | -11.7% | -8.7% |
| 30D | -13.0% | -8.5% | -4.5% | -10.4% |
| 3M | -26.0% | +6.7% | -32.7% | -32.0% |
| 6M | -2.8% | +17.7% | -20.6% | -16.0% |
| YTD | -8.8% | +63.5% | -72.3% | -33.1% |
| 1Y | -15.8% | +73.6% | -89.4% | -41.1% |
| 3Y | +19.7% | +44.6% | -24.8% | -14.9% |
| 5Y | +70.8% | +16.1% | +54.7% | +25.1% |
| All | +1,026.7% | +778.5% | +248.2% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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