+161.8%
CDNS vs EOSE
-60.6%
+222.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | -1.1% | +1.8% | -2.9% | -1.3% |
| 30D | -10.4% | -6.8% | -3.6% | -10.3% |
| 3M | -24.6% | -36.3% | +11.7% | -22.9% |
| 6M | -1.6% | -38.8% | +37.1% | 0.0% |
| YTD | -7.4% | -65.5% | +58.1% | -3.5% |
| 1Y | -18.4% | -45.3% | +26.9% | -18.4% |
| 3Y | +19.0% | +44.2% | -25.2% | +5.2% |
| 5Y | +73.4% | -69.5% | +142.9% | +52.7% |
| All | +161.8% | -60.6% | +222.5% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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