+6,507.0%
CDNS vs EOG
+8,150.5%
-1,643.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.5% |
| 7D | +1.0% | +7.6% | -6.6% | -0.6% |
| 30D | -2.0% | +3.4% | -5.3% | -2.8% |
| 3M | -0.2% | +12.7% | -12.9% | -3.1% |
| 6M | -8.9% | +19.0% | -27.9% | -13.0% |
| YTD | +3.3% | +55.6% | -52.2% | -7.3% |
| 1Y | +2.2% | +49.5% | -47.3% | -7.5% |
| 3Y | +22.4% | +43.2% | -20.8% | +10.5% |
| 5Y | +78.0% | +111.8% | -33.8% | +43.4% |
| 10Y | +1,175.2% | +140.4% | +1,034.8% | +799.4% |
| All | +6,507.0% | +8,150.5% | -1,643.4% | +2,197.0% |
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