+1,209.3%
CDNS vs ESI
+307.7%
+901.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.2% |
| 7D | +2.4% | -6.6% | +9.1% | +5.3% |
| 30D | -6.0% | -9.8% | +3.8% | -2.0% |
| 3M | -0.1% | -11.9% | +11.8% | +4.8% |
| 6M | -8.6% | -25.1% | +16.5% | +1.3% |
| YTD | +6.1% | +31.9% | -25.8% | -9.3% |
| 1Y | +0.8% | +19.2% | -18.4% | -10.2% |
| 3Y | +26.8% | +76.2% | -49.4% | -5.7% |
| 5Y | +86.9% | +39.4% | +47.5% | +50.1% |
| All | +1,209.3% | +307.7% | +901.6% | +567.9% |
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