+1,026.7%
CDNS vs EWT
+512.3%
+514.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +2.3% |
| 7D | -6.5% | -1.1% | -5.4% | -5.8% |
| 30D | -13.0% | +4.8% | -17.8% | -16.6% |
| 3M | -26.0% | +11.1% | -37.2% | -33.7% |
| 6M | -2.8% | +54.6% | -57.5% | -35.1% |
| YTD | -8.8% | +71.4% | -80.3% | -44.5% |
| 1Y | -15.8% | +82.1% | -97.9% | -51.5% |
| 3Y | +19.7% | +193.2% | -173.5% | -55.5% |
| 5Y | +70.8% | +146.1% | -75.3% | -25.6% |
| All | +1,026.7% | +512.3% | +514.4% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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