+1,193.7%
CDNS vs EW
+6,974.1%
-5,780.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | -0.3% | -13.7% | -13.9% |
| 30D | -13.2% | +1.0% | -14.2% | -13.5% |
| 3M | -28.9% | +2.8% | -31.7% | -29.6% |
| 6M | -4.2% | +5.5% | -9.7% | -5.9% |
| YTD | -6.4% | +5.5% | -11.8% | -8.2% |
| 1Y | -16.2% | +11.0% | -27.3% | -19.3% |
| 3Y | +20.2% | +17.7% | +2.5% | +10.4% |
| 5Y | +76.6% | -25.7% | +102.4% | +83.7% |
| 10Y | +1,029.7% | +132.8% | +896.9% | +760.0% |
| All | +1,193.7% | +6,974.1% | -5,780.4% | +343.7% |
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