-15.8%
CDNS vs ESI
+34.0%
-49.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.6% |
| 7D | -6.5% | -2.3% | -4.2% | -5.9% |
| 30D | -13.0% | -9.0% | -4.0% | -10.3% |
| 3M | -26.0% | -13.3% | -12.8% | -23.7% |
| 6M | -2.8% | +5.3% | -8.1% | -8.0% |
| YTD | -8.8% | +37.6% | -46.5% | -24.7% |
| 1Y | -15.8% | +33.6% | -49.4% | -29.0% |
| All | -15.8% | +34.0% | -49.8% | -29.0% |
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