+78.5%
CDNS vs EW
-14.5%
+92.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.2% |
| 7D | -2.4% | +11.0% | -13.4% | -6.3% |
| 30D | -10.2% | +19.1% | -29.2% | -16.0% |
| 3M | -5.5% | +14.4% | -19.8% | -10.5% |
| 6M | -9.9% | +22.8% | -32.6% | -17.3% |
| YTD | +2.3% | +19.8% | -17.5% | -5.4% |
| 1Y | -1.4% | +23.9% | -25.3% | -10.1% |
| 3Y | +28.1% | +52.2% | -24.1% | +0.1% |
| All | +78.5% | -14.5% | +92.9% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling