+85.8%
CDNS vs ICE
+43.9%
+41.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -2.0% |
| 7D | -0.1% | +3.2% | -3.3% | -1.8% |
| 30D | -5.5% | +14.7% | -20.2% | -12.7% |
| 3M | +0.5% | +19.8% | -19.3% | -9.7% |
| 6M | -9.6% | +15.2% | -24.8% | -17.2% |
| YTD | +5.3% | +12.7% | -7.3% | -2.9% |
| 1Y | +3.4% | +20.4% | -17.0% | -9.2% |
| 3Y | +25.9% | +70.8% | -44.9% | -17.1% |
| 5Y | +85.8% | +43.9% | +41.8% | +45.9% |
| All | +85.8% | +43.9% | +41.8% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling