-15.9%
CDNS vs ETR
+26.4%
-42.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | 0.0% |
| 7D | -7.2% | +0.4% | -7.6% | -7.1% |
| 30D | -14.3% | +2.0% | -16.3% | -14.0% |
| 3M | -27.2% | -1.7% | -25.5% | -27.3% |
| 6M | -4.5% | +3.6% | -8.1% | -5.7% |
| YTD | -9.0% | +18.0% | -27.0% | -14.8% |
| All | -15.9% | +26.4% | -42.3% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling