+1,908.9%
CDNS vs ESI
+224.6%
+1,684.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -4.9% |
| 7D | -14.0% | +3.3% | -17.3% | -14.9% |
| 30D | -13.2% | -5.9% | -7.3% | -11.6% |
| 3M | -28.9% | -14.1% | -14.8% | -26.1% |
| 6M | -4.2% | +6.6% | -10.7% | -7.5% |
| YTD | -6.4% | +45.0% | -51.4% | -18.0% |
| 1Y | -16.2% | +41.5% | -57.7% | -26.2% |
| 3Y | +20.2% | +78.8% | -58.6% | -1.9% |
| 5Y | +76.6% | +70.9% | +5.7% | +45.1% |
| 10Y | +1,029.7% | +317.1% | +712.6% | +630.5% |
| All | +1,908.9% | +224.6% | +1,684.3% | +1,273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling