+677.0%
CDNS vs ESTC
+27.2%
+649.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.6% |
| 7D | +7.0% | +5.8% | +1.3% | +5.2% |
| 30D | -0.3% | -5.6% | +5.3% | +1.3% |
| 3M | +3.2% | +15.4% | -12.3% | -2.9% |
| 6M | -6.9% | +77.8% | -84.7% | -24.1% |
| YTD | +6.6% | +18.1% | -11.4% | -2.2% |
| 1Y | +5.6% | -3.7% | +9.3% | +2.5% |
| 3Y | +27.4% | +16.9% | +10.6% | +6.3% |
| 5Y | +83.7% | -51.2% | +135.0% | +87.4% |
| All | +677.0% | +27.2% | +649.7% | +397.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling