+71.5%
CDNS vs ICE
+39.3%
+32.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -7.2% | -0.9% | -6.3% | -6.8% |
| 30D | -14.3% | +4.0% | -18.2% | -16.3% |
| 3M | -27.2% | +11.0% | -38.2% | -32.0% |
| 6M | -4.5% | -5.0% | +0.4% | -1.9% |
| YTD | -9.0% | -2.7% | -6.3% | -8.6% |
| 1Y | -21.3% | -8.6% | -12.7% | -17.6% |
| 3Y | +19.6% | +41.4% | -21.8% | -11.0% |
| 5Y | +71.5% | +39.9% | +31.7% | +32.8% |
| All | +71.5% | +39.3% | +32.2% | +32.8% |
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