+2,150.3%
CDNS vs TD
+8,077.8%
-5,927.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +7.0% | +0.6% | +6.5% | +6.7% |
| 30D | -0.3% | +5.0% | -5.2% | -2.8% |
| 3M | +3.2% | +1.1% | +2.1% | +2.5% |
| 6M | -6.9% | +16.5% | -23.4% | -14.5% |
| YTD | +6.6% | +34.3% | -27.6% | -9.5% |
| 1Y | +5.6% | +52.9% | -47.2% | -16.4% |
| 3Y | +27.4% | +132.2% | -104.8% | -20.4% |
| 5Y | +83.7% | +101.9% | -18.2% | +22.4% |
| 10Y | +1,215.9% | +302.0% | +913.9% | +481.7% |
| All | +2,150.3% | +8,077.8% | -5,927.5% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling