+17.0%
CDNS vs ICE
+40.8%
-23.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -7.2% | -0.9% | -6.3% | -6.9% |
| 30D | -14.3% | +4.0% | -18.2% | -15.6% |
| 3M | -27.2% | +11.0% | -38.2% | -30.4% |
| 6M | -4.5% | -5.0% | +0.4% | -1.6% |
| YTD | -9.0% | -2.7% | -6.3% | -7.8% |
| 1Y | -21.3% | -8.6% | -12.7% | -17.2% |
| All | +17.0% | +40.8% | -23.8% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling