+6,443.8%
CDNS vs ES
+1,235.9%
+5,207.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.6% |
| 7D | -2.4% | +1.9% | -4.3% | -3.0% |
| 30D | -10.2% | +7.1% | -17.2% | -12.2% |
| 3M | -5.5% | -1.9% | -3.5% | -5.3% |
| 6M | -9.9% | +4.4% | -14.2% | -11.8% |
| YTD | +2.3% | +7.3% | -5.0% | -1.1% |
| 1Y | -1.4% | +2.1% | -3.5% | -3.7% |
| 3Y | +28.1% | +41.8% | -13.8% | +9.4% |
| 5Y | +79.7% | +1.4% | +78.3% | +69.9% |
| 10Y | +1,183.3% | +86.8% | +1,096.5% | +869.6% |
| All | +6,443.8% | +1,235.9% | +5,207.9% | +2,210.1% |
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