+6,683.5%
CDNS vs TAP
+813.1%
+5,870.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +2.4% | -4.5% | +7.0% | +3.3% |
| 30D | -6.0% | +7.5% | -13.5% | -7.5% |
| 3M | -0.1% | -4.9% | +4.8% | +0.4% |
| 6M | -8.6% | -3.5% | -5.1% | -8.6% |
| YTD | +6.1% | -11.4% | +17.5% | +7.3% |
| 1Y | +0.8% | -10.8% | +11.6% | +1.7% |
| 3Y | +26.8% | -24.5% | +51.3% | +30.5% |
| 5Y | +86.9% | +2.5% | +84.4% | +79.3% |
| 10Y | +1,235.1% | -47.6% | +1,282.7% | +1,300.5% |
| All | +6,683.5% | +813.1% | +5,870.4% | +4,104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling