+71.5%
CDNS vs TD
+123.1%
-51.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -7.2% | -1.9% | -5.3% | -6.3% |
| 30D | -14.3% | -1.6% | -12.7% | -13.6% |
| 3M | -27.2% | +4.6% | -31.8% | -28.8% |
| 6M | -4.5% | +26.8% | -31.3% | -15.2% |
| YTD | -9.0% | +28.3% | -37.3% | -19.8% |
| 1Y | -21.3% | +60.4% | -81.8% | -38.0% |
| 3Y | +19.6% | +125.7% | -106.1% | -21.8% |
| 5Y | +71.5% | +122.4% | -50.8% | +14.7% |
| All | +71.5% | +123.1% | -51.5% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling