+1,314.0%
CDNS vs EW
+7,937.2%
-6,623.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.3% |
| 7D | -2.4% | +11.0% | -13.4% | -5.5% |
| 30D | -10.2% | +19.1% | -29.2% | -14.8% |
| 3M | -5.5% | +14.4% | -19.8% | -9.5% |
| 6M | -9.9% | +22.8% | -32.6% | -15.6% |
| YTD | +2.3% | +19.8% | -17.5% | -3.7% |
| 1Y | -1.4% | +23.9% | -25.3% | -8.2% |
| 3Y | +28.1% | +52.2% | -24.1% | +8.9% |
| 5Y | +79.7% | -13.9% | +93.6% | +78.6% |
| 10Y | +1,183.3% | +241.9% | +941.4% | +788.0% |
| All | +1,314.0% | +7,937.2% | -6,623.2% | +365.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling