+569.4%
CDNS vs EQX
+232.0%
+337.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.4% |
| 7D | -1.1% | -3.2% | +2.1% | -0.8% |
| 30D | -10.4% | +7.8% | -18.2% | -11.2% |
| 3M | -24.6% | +21.3% | -45.9% | -26.4% |
| 6M | -1.6% | -22.4% | +20.8% | +0.1% |
| YTD | -7.4% | -11.3% | +3.9% | -7.6% |
| 1Y | -18.4% | +13.5% | -31.9% | -21.0% |
| 3Y | +19.0% | +162.1% | -143.2% | +2.6% |
| 5Y | +73.4% | +84.2% | -10.8% | +48.7% |
| All | +569.4% | +232.0% | +337.3% | +600.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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