+684.5%
CDNS vs ESTC
+28.9%
+655.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.9% | +0.3% | +3.7% |
| 7D | +2.1% | -1.2% | +3.3% | +2.6% |
| 30D | -4.6% | -8.1% | +3.5% | -2.3% |
| 3M | -0.8% | +20.2% | -21.0% | -7.8% |
| 6M | -7.2% | +72.7% | -80.0% | -23.7% |
| YTD | +7.7% | +19.6% | -12.0% | -1.7% |
| 1Y | +3.5% | +0.3% | +3.3% | -0.8% |
| 3Y | +31.2% | +22.8% | +8.4% | +7.6% |
| 5Y | +84.5% | -50.9% | +135.4% | +87.8% |
| All | +684.5% | +28.9% | +655.5% | +400.1% |
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