+1,166.2%
CDNS vs ICE
+259.6%
+906.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | +1.0% | +3.6% | -2.7% | -1.2% |
| 30D | -2.0% | +15.1% | -17.0% | -10.7% |
| 3M | -0.2% | +15.4% | -15.6% | -9.5% |
| 6M | -8.9% | +16.1% | -25.0% | -18.4% |
| YTD | +3.3% | +11.4% | -8.0% | -5.7% |
| 1Y | +2.2% | +18.5% | -16.2% | -10.7% |
| 3Y | +22.4% | +70.5% | -48.2% | -18.2% |
| 5Y | +78.0% | +40.9% | +37.1% | +34.7% |
| All | +1,166.2% | +259.6% | +906.6% | +515.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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