+1,036.6%
CDNS vs EW
+121.7%
+914.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -7.2% | -5.1% | -2.1% | -5.2% |
| 30D | -14.3% | -6.4% | -7.9% | -12.0% |
| 3M | -27.2% | -1.6% | -25.6% | -27.0% |
| 6M | -4.5% | +2.3% | -6.8% | -5.8% |
| YTD | -9.0% | +1.1% | -10.0% | -10.0% |
| 1Y | -21.3% | +8.0% | -29.3% | -24.5% |
| 3Y | +19.6% | +16.3% | +3.2% | +5.4% |
| 5Y | +71.5% | -29.4% | +100.9% | +85.4% |
| 10Y | +1,036.6% | +125.6% | +911.0% | +774.0% |
| All | +1,036.6% | +121.7% | +914.9% | +774.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling