+1,026.7%
CDNS vs ESI
+310.7%
+716.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +2.0% |
| 7D | -6.5% | -2.3% | -4.2% | -5.8% |
| 30D | -13.0% | -9.0% | -4.0% | -9.7% |
| 3M | -26.0% | -13.3% | -12.8% | -22.6% |
| 6M | -2.8% | +5.3% | -8.1% | -7.3% |
| YTD | -8.8% | +37.6% | -46.5% | -22.8% |
| 1Y | -15.8% | +33.6% | -49.4% | -28.0% |
| 3Y | +19.7% | +75.8% | -56.0% | -9.9% |
| 5Y | +70.8% | +68.6% | +2.2% | +29.4% |
| All | +1,026.7% | +310.7% | +716.0% | +507.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling