+5,887.0%
CDNS vs ES
+1,243.3%
+4,643.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -14.0% | +0.3% | -14.3% | -14.1% |
| 30D | -13.2% | -2.0% | -11.2% | -12.7% |
| 3M | -28.9% | +1.7% | -30.6% | -29.5% |
| 6M | -4.2% | -3.5% | -0.6% | -3.8% |
| YTD | -6.4% | +7.9% | -14.3% | -9.4% |
| 1Y | -16.2% | +17.2% | -33.4% | -21.5% |
| 3Y | +20.2% | +29.3% | -9.1% | +5.9% |
| 5Y | +76.6% | -5.7% | +82.4% | +71.5% |
| 10Y | +1,029.7% | +85.2% | +944.5% | +758.4% |
| All | +5,887.0% | +1,243.3% | +4,643.8% | +2,016.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling