+6,507.0%
CDNS vs ETR
+4,604.0%
+1,903.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +1.0% | +1.2% | -0.2% | +0.7% |
| 30D | -2.0% | +7.0% | -9.0% | -3.7% |
| 3M | -0.2% | +4.6% | -4.8% | -1.5% |
| 6M | -8.9% | +0.1% | -9.0% | -9.3% |
| YTD | +3.3% | +23.2% | -19.8% | -3.4% |
| 1Y | +2.2% | +20.6% | -18.4% | -3.8% |
| 3Y | +22.4% | +156.3% | -133.9% | -8.6% |
| 5Y | +78.0% | +159.6% | -81.6% | +31.4% |
| 10Y | +1,175.2% | +377.1% | +798.1% | +689.3% |
| All | +6,507.0% | +4,604.0% | +1,903.0% | +2,282.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling