+157.5%
CDNS vs EOSE
-58.6%
+216.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.4% |
| 7D | -7.2% | +15.0% | -22.2% | -8.2% |
| 30D | -14.3% | +2.5% | -16.7% | -14.7% |
| 3M | -27.2% | -33.7% | +6.5% | -25.8% |
| 6M | -4.5% | -32.7% | +28.2% | -3.5% |
| YTD | -9.0% | -63.8% | +54.8% | -5.4% |
| 1Y | -21.3% | -40.5% | +19.2% | -21.7% |
| 3Y | +19.6% | +50.4% | -30.8% | +5.5% |
| 5Y | +71.5% | -68.6% | +140.1% | +50.7% |
| All | +157.5% | -58.6% | +216.2% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling