+77.4%
CDNS vs ES
-5.6%
+83.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -4.0% |
| 7D | -14.0% | +0.3% | -14.3% | -14.0% |
| 30D | -13.2% | -2.0% | -11.2% | -13.1% |
| 3M | -28.9% | +1.7% | -30.6% | -29.0% |
| 6M | -4.2% | -3.5% | -0.6% | -3.9% |
| YTD | -6.4% | +7.9% | -14.3% | -7.2% |
| 1Y | -16.2% | +17.2% | -33.4% | -18.0% |
| 3Y | +20.2% | +29.3% | -9.1% | +14.8% |
| All | +77.4% | -5.6% | +83.1% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling