+582.3%
CDNS vs ESTC
+31.2%
+551.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -2.6% |
| 7D | -14.0% | -8.1% | -5.9% | -11.8% |
| 30D | -13.2% | +31.7% | -44.8% | -21.3% |
| 3M | -28.9% | +41.1% | -70.0% | -37.2% |
| 6M | -4.2% | +77.1% | -81.2% | -21.6% |
| YTD | -6.4% | +21.7% | -28.1% | -14.6% |
| 1Y | -16.2% | +8.4% | -24.6% | -21.6% |
| 3Y | +20.2% | +23.6% | -3.4% | -1.7% |
| 5Y | +76.6% | -46.5% | +123.1% | +74.6% |
| All | +582.3% | +31.2% | +551.1% | +334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling