+6,717.9%
CDNS vs ES
+1,261.0%
+5,456.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.0% |
| 7D | +7.0% | -1.1% | +8.1% | +7.3% |
| 30D | -0.3% | +8.2% | -8.5% | -2.8% |
| 3M | +3.2% | +0.6% | +2.5% | +2.6% |
| 6M | -6.9% | +6.0% | -12.9% | -9.3% |
| YTD | +6.6% | +9.3% | -2.7% | +2.4% |
| 1Y | +5.6% | +1.1% | +4.5% | +3.5% |
| 3Y | +27.4% | +51.9% | -24.5% | +6.5% |
| 5Y | +83.7% | +6.5% | +77.3% | +71.0% |
| 10Y | +1,215.9% | +94.8% | +1,121.1% | +881.4% |
| All | +6,717.9% | +1,261.0% | +5,456.9% | +2,293.4% |
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