+19.4%
CDNS vs ESTC
+11.7%
+7.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -2.1% |
| 7D | -9.2% | -4.3% | -4.9% | -8.4% |
| 30D | -16.3% | +17.7% | -34.0% | -20.1% |
| 3M | -27.9% | +42.3% | -70.2% | -34.7% |
| 6M | -4.3% | +64.6% | -68.9% | -16.6% |
| YTD | -9.1% | +17.2% | -26.3% | -15.0% |
| 1Y | -21.2% | -4.2% | -17.0% | -23.5% |
| 3Y | +19.4% | +13.5% | +5.9% | +13.2% |
| All | +19.4% | +11.7% | +7.7% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling