+1,025.3%
CDNS vs ETR
+303.8%
+721.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.6% |
| 7D | -7.2% | +0.4% | -7.6% | -7.3% |
| 30D | -14.3% | +2.0% | -16.3% | -14.9% |
| 3M | -27.2% | -1.7% | -25.5% | -27.0% |
| 6M | -4.5% | +3.6% | -8.1% | -6.6% |
| YTD | -9.0% | +18.0% | -27.0% | -14.9% |
| 1Y | -21.3% | +26.2% | -47.6% | -28.3% |
| 3Y | +19.6% | +148.0% | -128.4% | -17.2% |
| 5Y | +71.5% | +126.1% | -54.5% | +21.7% |
| All | +1,025.3% | +303.8% | +721.6% | +561.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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