+17.1%
CDNS vs ET
+97.8%
-80.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -6.5% | +1.4% | -7.9% | -7.1% |
| 30D | -13.0% | +4.6% | -17.6% | -14.8% |
| 3M | -26.0% | +16.0% | -42.0% | -31.2% |
| 6M | -2.8% | +22.8% | -25.7% | -13.1% |
| YTD | -8.8% | +38.9% | -47.7% | -24.0% |
| 1Y | -15.8% | +34.1% | -49.9% | -28.5% |
| All | +17.1% | +97.8% | -80.7% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling