+1,005.1%
CDNS vs ES
+85.1%
+919.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.6% | -3.1% |
| 7D | -9.2% | +1.4% | -10.6% | -9.6% |
| 30D | -16.3% | -1.2% | -15.1% | -16.1% |
| 3M | -27.9% | +5.0% | -32.9% | -29.0% |
| 6M | -4.3% | -2.8% | -1.5% | -4.1% |
| YTD | -9.1% | +8.6% | -17.7% | -11.9% |
| 1Y | -21.2% | +18.9% | -40.2% | -26.1% |
| 3Y | +19.4% | +32.1% | -12.8% | +5.0% |
| 5Y | +71.6% | -5.1% | +76.7% | +70.8% |
| 10Y | +1,005.1% | +84.2% | +920.9% | +744.3% |
| All | +1,005.1% | +85.1% | +919.9% | +744.3% |
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