+1,876.0%
CDNS vs TD
+7,879.0%
-6,003.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.3% |
| 7D | -14.0% | +0.3% | -14.3% | -14.1% |
| 30D | -13.2% | +0.4% | -13.6% | -13.3% |
| 3M | -28.9% | +7.6% | -36.5% | -31.7% |
| 6M | -4.2% | +25.0% | -29.2% | -15.2% |
| YTD | -6.4% | +31.0% | -37.4% | -19.4% |
| 1Y | -16.2% | +65.2% | -81.4% | -36.4% |
| 3Y | +20.2% | +122.5% | -102.3% | -23.2% |
| 5Y | +76.6% | +124.8% | -48.2% | +11.0% |
| 10Y | +1,029.7% | +298.2% | +731.5% | +402.5% |
| All | +1,876.0% | +7,879.0% | -6,003.0% | +155.6% |
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