+19.4%
CDNS vs EW
+14.1%
+5.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -1.9% |
| 7D | -9.2% | -4.4% | -4.8% | -8.0% |
| 30D | -16.3% | -3.3% | -12.9% | -15.5% |
| 3M | -27.9% | +1.0% | -28.9% | -28.4% |
| 6M | -4.3% | +6.2% | -10.5% | -6.3% |
| YTD | -9.1% | +1.7% | -10.8% | -9.9% |
| 1Y | -21.2% | +8.1% | -29.3% | -23.4% |
| 3Y | +19.4% | +17.1% | +2.3% | +13.7% |
| All | +19.4% | +14.1% | +5.3% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling