+1,584.0%
CDNS vs ET
+1,447.8%
+136.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -7.2% | +0.6% | -7.8% | -7.4% |
| 30D | -14.3% | +5.3% | -19.5% | -15.4% |
| 3M | -27.2% | +15.6% | -42.8% | -30.0% |
| 6M | -4.5% | +20.6% | -25.1% | -9.4% |
| YTD | -9.0% | +38.5% | -47.5% | -16.7% |
| 1Y | -21.3% | +35.7% | -57.1% | -27.8% |
| 3Y | +19.6% | +98.4% | -78.8% | -0.1% |
| 5Y | +71.5% | +245.3% | -173.7% | +23.5% |
| 10Y | +1,036.6% | +173.7% | +862.8% | +693.1% |
| All | +1,584.0% | +1,447.8% | +136.2% | +236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling