+2,209.7%
CDNS vs ESI
+197.1%
+2,012.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.1% | +0.1% | +3.6% |
| 7D | +2.1% | -3.5% | +5.6% | +3.2% |
| 30D | -4.6% | -9.3% | +4.6% | -1.8% |
| 3M | -0.8% | -12.8% | +12.0% | +3.1% |
| 6M | -7.2% | -24.6% | +17.4% | 0.0% |
| YTD | +7.7% | +32.7% | -25.1% | -3.4% |
| 1Y | +3.5% | +20.3% | -16.8% | -4.4% |
| 3Y | +31.2% | +80.2% | -49.0% | +7.0% |
| 5Y | +84.5% | +40.0% | +44.6% | +59.7% |
| 10Y | +1,242.9% | +310.8% | +932.1% | +783.7% |
| All | +2,209.7% | +197.1% | +2,012.6% | +1,519.1% |
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 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