+1,044.2%
CDNS vs ET
+177.0%
+867.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | -10.4% | +2.9% | -13.3% | -11.1% |
| 3M | -24.6% | +16.8% | -41.4% | -27.5% |
| 6M | -1.6% | +18.9% | -20.5% | -6.0% |
| YTD | -7.4% | +37.7% | -45.1% | -14.7% |
| 1Y | -18.4% | +32.4% | -50.9% | -24.2% |
| 3Y | +19.0% | +99.5% | -80.5% | +1.3% |
| 5Y | +73.4% | +244.0% | -170.5% | +31.6% |
| All | +1,044.2% | +177.0% | +867.2% | +817.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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