+78.5%
CDNS vs ES
+1.4%
+77.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +2.8% |
| 7D | -2.4% | +1.9% | -4.3% | -2.5% |
| 30D | -10.2% | +7.1% | -17.2% | -10.5% |
| 3M | -5.5% | -1.9% | -3.5% | -5.3% |
| 6M | -9.9% | +4.4% | -14.2% | -10.2% |
| YTD | +2.3% | +7.3% | -5.0% | +1.4% |
| 1Y | -1.4% | +2.1% | -3.5% | -2.0% |
| 3Y | +28.1% | +41.8% | -13.8% | +18.5% |
| All | +78.5% | +1.4% | +77.1% | +83.8% |
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