+71.6%
CDNS vs ESTC
-47.2%
+118.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.9% |
| 7D | -9.2% | -4.3% | -4.9% | -8.2% |
| 30D | -16.3% | +17.7% | -34.0% | -21.0% |
| 3M | -27.9% | +42.3% | -70.2% | -36.0% |
| 6M | -4.3% | +64.6% | -68.9% | -18.9% |
| YTD | -9.1% | +17.2% | -26.3% | -15.7% |
| 1Y | -21.2% | -4.2% | -17.0% | -23.3% |
| 3Y | +19.4% | +13.5% | +5.9% | +2.0% |
| 5Y | +71.6% | -45.5% | +117.1% | +62.7% |
| All | +71.6% | -47.2% | +118.8% | +62.7% |
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