+71.5%
CDNS vs EOG
+179.2%
-107.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | -7.2% | -1.3% | -5.9% | -7.0% |
| 30D | -14.3% | +3.4% | -17.6% | -14.7% |
| 3M | -27.2% | +7.8% | -35.0% | -28.2% |
| 6M | -4.5% | +13.4% | -17.9% | -6.8% |
| YTD | -9.0% | +43.5% | -52.4% | -14.5% |
| 1Y | -21.3% | +29.7% | -51.0% | -25.0% |
| 3Y | +19.6% | +23.2% | -3.6% | +13.8% |
| 5Y | +71.5% | +176.4% | -104.9% | +54.4% |
| All | +71.5% | +179.2% | -107.7% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling