+19.4%
CDNS vs ESI
+82.9%
-63.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | -9.2% | +5.4% | -14.6% | -11.4% |
| 30D | -16.3% | -4.2% | -12.1% | -14.8% |
| 3M | -27.9% | -9.6% | -18.3% | -26.0% |
| 6M | -4.3% | +18.3% | -22.6% | -15.1% |
| YTD | -9.1% | +45.8% | -54.9% | -28.4% |
| 1Y | -21.2% | +39.2% | -60.4% | -36.7% |
| 3Y | +19.4% | +86.3% | -66.9% | -16.3% |
| All | +19.4% | +82.9% | -63.5% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling