+5,887.0%
CDNS vs EOG
+7,415.7%
-1,528.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -14.0% | +1.3% | -15.3% | -14.3% |
| 30D | -13.2% | +8.2% | -21.3% | -14.7% |
| 3M | -28.9% | +3.8% | -32.7% | -29.8% |
| 6M | -4.2% | +15.3% | -19.5% | -7.9% |
| YTD | -6.4% | +41.7% | -48.1% | -14.0% |
| 1Y | -16.2% | +23.6% | -39.8% | -20.9% |
| 3Y | +20.2% | +23.3% | -3.1% | +12.2% |
| 5Y | +76.6% | +170.4% | -93.8% | +34.8% |
| 10Y | +1,029.7% | +125.5% | +904.2% | +708.5% |
| All | +5,887.0% | +7,415.7% | -1,528.6% | +2,029.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling