+563.4%
CDNS vs ESTC
+23.7%
+539.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | -7.2% | -3.3% | -3.8% | -6.3% |
| 30D | -14.3% | +13.4% | -27.7% | -18.6% |
| 3M | -27.2% | +41.3% | -68.5% | -35.8% |
| 6M | -4.5% | +62.6% | -67.1% | -19.8% |
| YTD | -9.0% | +14.8% | -23.7% | -15.5% |
| 1Y | -21.3% | -5.1% | -16.3% | -23.3% |
| 3Y | +19.6% | +11.2% | +8.4% | +1.3% |
| 5Y | +71.5% | -47.0% | +118.5% | +69.8% |
| All | +563.4% | +23.7% | +539.7% | +329.9% |
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