+5,887.0%
CDNS vs TAP
+825.0%
+5,062.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -14.0% | -2.3% | -11.7% | -13.7% |
| 30D | -13.2% | -2.1% | -11.0% | -12.9% |
| 3M | -28.9% | +6.6% | -35.5% | -30.0% |
| 6M | -4.2% | -11.5% | +7.3% | -2.5% |
| YTD | -6.4% | -10.3% | +3.9% | -5.2% |
| 1Y | -16.2% | -14.4% | -1.8% | -14.7% |
| 3Y | +20.2% | -28.3% | +48.5% | +25.3% |
| 5Y | +76.6% | +1.7% | +74.9% | +70.1% |
| 10Y | +1,029.7% | -49.2% | +1,078.9% | +1,096.7% |
| All | +5,887.0% | +825.0% | +5,062.0% | +3,615.4% |
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 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