+1,242.9%
CDNS vs ES
+82.6%
+1,160.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.3% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | -4.6% | +5.7% | -10.3% | -6.1% |
| 3M | -0.8% | -2.8% | +2.0% | -0.4% |
| 6M | -7.2% | +7.0% | -14.2% | -9.4% |
| YTD | +7.7% | +6.8% | +0.9% | +4.6% |
| 1Y | +3.5% | -0.5% | +4.0% | +2.2% |
| 3Y | +31.2% | +47.2% | -15.9% | +10.7% |
| 5Y | +84.5% | +2.3% | +82.3% | +77.4% |
| 10Y | +1,242.9% | +85.6% | +1,157.2% | +958.2% |
| All | +1,242.9% | +82.6% | +1,160.3% | +958.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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