+1,044.2%
CDNS vs ICE
+220.6%
+823.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +0.9% |
| 7D | -1.1% | -2.4% | +1.3% | +0.4% |
| 30D | -10.4% | +4.0% | -14.5% | -12.7% |
| 3M | -24.6% | +13.7% | -38.3% | -31.0% |
| 6M | -1.6% | +0.9% | -2.6% | -3.2% |
| YTD | -7.4% | -2.1% | -5.3% | -7.8% |
| 1Y | -18.4% | -9.5% | -8.9% | -14.7% |
| 3Y | +19.0% | +42.1% | -23.1% | -9.6% |
| 5Y | +73.4% | +41.4% | +32.0% | +31.7% |
| All | +1,044.2% | +220.6% | +823.6% | +545.5% |
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