+2,159.8%
CDNS vs ESI
+207.0%
+1,952.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -2.0% |
| 7D | -0.1% | +1.8% | -1.9% | -0.6% |
| 30D | -5.5% | -6.6% | +1.1% | -3.6% |
| 3M | +0.5% | -9.4% | +9.9% | +3.2% |
| 6M | -9.6% | -24.1% | +14.5% | -2.8% |
| YTD | +5.3% | +37.1% | -31.8% | -6.4% |
| 1Y | +3.4% | +24.5% | -21.2% | -5.6% |
| 3Y | +25.9% | +83.2% | -57.3% | +2.0% |
| 5Y | +85.8% | +44.0% | +41.8% | +59.2% |
| 10Y | +1,199.9% | +332.8% | +867.0% | +744.4% |
| All | +2,159.8% | +207.0% | +1,952.9% | +1,467.6% |
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