-8.9%
CDNS vs ICE
+16.2%
-25.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.0% |
| 7D | +1.0% | +3.6% | -2.7% | +1.9% |
| 30D | -2.0% | +15.1% | -17.0% | +1.6% |
| 3M | -0.2% | +15.4% | -15.6% | +3.8% |
| 6M | -8.9% | +16.1% | -25.0% | -7.4% |
| All | -8.9% | +16.2% | -25.0% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling