+1,206.6%
CDNS vs TAP
-47.7%
+1,254.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +7.0% | -6.3% | +13.4% | +8.0% |
| 30D | -0.3% | +2.7% | -3.0% | -0.9% |
| 3M | +3.2% | -3.7% | +6.9% | +3.4% |
| 6M | -6.9% | -2.0% | -4.9% | -7.1% |
| YTD | +6.6% | -12.3% | +19.0% | +7.9% |
| 1Y | +5.6% | -10.1% | +15.7% | +6.3% |
| 3Y | +27.4% | -25.3% | +52.7% | +31.3% |
| 5Y | +83.7% | -1.9% | +85.7% | +77.5% |
| All | +1,206.6% | -47.7% | +1,254.3% | +1,227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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