+1,005.1%
CDNS vs TAP
-52.1%
+1,057.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.3% |
| 7D | -9.2% | -2.3% | -6.9% | -8.9% |
| 30D | -16.3% | -9.4% | -6.8% | -15.0% |
| 3M | -27.9% | -0.8% | -27.1% | -28.0% |
| 6M | -4.3% | -14.7% | +10.4% | -2.2% |
| YTD | -9.1% | -13.9% | +4.8% | -7.5% |
| 1Y | -21.2% | -18.6% | -2.6% | -19.1% |
| 3Y | +19.4% | -32.0% | +51.4% | +25.6% |
| 5Y | +71.6% | -1.0% | +72.6% | +65.4% |
| 10Y | +1,005.1% | -51.4% | +1,056.4% | +1,106.4% |
| All | +1,005.1% | -52.1% | +1,057.1% | +1,106.4% |
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