-1.1%
CDNS vs EW
+19.7%
-20.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +0.6% |
| 7D | -3.8% | +8.3% | -12.0% | -5.8% |
| 30D | -6.8% | +13.9% | -20.7% | -9.9% |
| 3M | -3.3% | +10.9% | -14.2% | -5.9% |
| 6M | -5.7% | +19.2% | -25.0% | -10.7% |
| YTD | +5.4% | +16.6% | -11.1% | +1.8% |
| 1Y | -1.1% | +18.1% | -19.2% | -4.7% |
| All | -1.1% | +19.7% | -20.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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