+4.1%
CDNS vs ESI
+19.1%
-15.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.2% |
| 7D | +2.4% | -6.6% | +9.1% | +4.7% |
| 30D | -6.0% | -9.8% | +3.8% | -3.0% |
| 3M | -0.1% | -11.9% | +11.8% | +3.6% |
| 6M | -8.6% | -25.1% | +16.5% | -1.6% |
| YTD | +6.1% | +31.9% | -25.8% | -7.8% |
| All | +4.1% | +19.1% | -15.0% | -7.1% |
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