-16.2%
CDNS vs ESI
+44.5%
-60.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -5.0% |
| 7D | -14.0% | +3.3% | -17.3% | -15.0% |
| 30D | -13.2% | -5.9% | -7.3% | -11.5% |
| 3M | -28.9% | -14.1% | -14.8% | -26.1% |
| 6M | -4.2% | +6.6% | -10.7% | -9.2% |
| YTD | -6.4% | +45.0% | -51.4% | -23.7% |
| 1Y | -16.2% | +41.5% | -57.7% | -30.5% |
| All | -16.2% | +44.5% | -60.8% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling