+17.1%
CDNS vs EOG
+22.6%
-5.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -6.5% | +1.0% | -7.6% | -6.6% |
| 30D | -13.0% | +2.8% | -15.8% | -13.3% |
| 3M | -26.0% | +5.9% | -31.9% | -26.7% |
| 6M | -2.8% | +17.1% | -19.9% | -5.9% |
| YTD | -8.8% | +43.9% | -52.8% | -15.3% |
| 1Y | -15.8% | +26.9% | -42.7% | -19.8% |
| All | +17.1% | +22.6% | -5.5% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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