+5,887.0%
CDNS vs ETR
+4,412.2%
+1,474.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -14.0% | +1.4% | -15.4% | -14.4% |
| 30D | -13.2% | +1.0% | -14.1% | -13.4% |
| 3M | -28.9% | -1.3% | -27.6% | -28.8% |
| 6M | -4.2% | +1.9% | -6.1% | -5.4% |
| YTD | -6.4% | +18.2% | -24.5% | -11.4% |
| 1Y | -16.2% | +24.7% | -40.9% | -21.9% |
| 3Y | +20.2% | +150.7% | -130.5% | -9.8% |
| 5Y | +76.6% | +127.0% | -50.4% | +35.3% |
| 10Y | +1,029.7% | +295.5% | +734.2% | +633.9% |
| All | +5,887.0% | +4,412.2% | +1,474.8% | +2,084.6% |
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 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