+78.5%
CDNS vs ESTC
-48.9%
+127.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.1% |
| 7D | -2.4% | -11.5% | +9.1% | +0.9% |
| 30D | -10.2% | -7.5% | -2.6% | -8.4% |
| 3M | -5.5% | +23.1% | -28.5% | -12.3% |
| 6M | -9.9% | +75.3% | -85.1% | -25.0% |
| YTD | +2.3% | +14.1% | -11.8% | -4.6% |
| 1Y | -1.4% | -0.6% | -0.8% | -5.1% |
| 3Y | +28.1% | +20.8% | +7.3% | +7.3% |
| All | +78.5% | -48.9% | +127.4% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling