+1,206.6%
CDNS vs ES
+96.6%
+1,110.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.0% |
| 7D | +7.0% | -1.1% | +8.1% | +7.3% |
| 30D | -0.3% | +8.2% | -8.5% | -2.3% |
| 3M | +3.2% | +0.6% | +2.5% | +2.7% |
| 6M | -6.9% | +6.0% | -12.9% | -8.8% |
| YTD | +6.6% | +9.3% | -2.7% | +3.1% |
| 1Y | +5.6% | +1.1% | +4.5% | +3.9% |
| 3Y | +27.4% | +51.9% | -24.5% | +6.5% |
| 5Y | +83.7% | +6.5% | +77.3% | +74.5% |
| All | +1,206.6% | +96.6% | +1,110.0% | +908.5% |
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