+1,235.1%
CDNS vs EW
+234.0%
+1,001.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +2.4% | +9.3% | -6.8% | -1.3% |
| 30D | -6.0% | +22.1% | -28.1% | -13.6% |
| 3M | -0.1% | +13.0% | -13.1% | -5.4% |
| 6M | -8.6% | +30.1% | -38.6% | -18.7% |
| YTD | +6.1% | +22.0% | -15.9% | -3.4% |
| 1Y | +0.8% | +23.7% | -22.9% | -8.8% |
| 3Y | +26.8% | +62.0% | -35.2% | -3.9% |
| 5Y | +86.9% | -12.4% | +99.3% | +84.6% |
| 10Y | +1,235.1% | +236.1% | +999.0% | +843.1% |
| All | +1,235.1% | +234.0% | +1,001.1% | +843.1% |
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