+574.8%
CDNS vs EQH
+230.1%
+344.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -6.5% | -1.8% | -4.8% | -5.9% |
| 30D | -13.0% | +2.4% | -15.4% | -13.9% |
| 3M | -26.0% | +26.3% | -52.3% | -32.5% |
| 6M | -2.8% | +35.8% | -38.7% | -14.1% |
| YTD | -8.8% | +12.7% | -21.5% | -13.8% |
| 1Y | -15.8% | +2.5% | -18.3% | -17.8% |
| 3Y | +19.7% | +98.6% | -78.9% | -9.2% |
| 5Y | +70.8% | +101.7% | -30.9% | +27.0% |
| All | +574.8% | +230.1% | +344.7% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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