+17.1%
CDNS vs TDY
+45.1%
-28.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -6.5% | -1.9% | -4.7% | -5.7% |
| 30D | -13.0% | -12.5% | -0.5% | -7.0% |
| 3M | -26.0% | -0.8% | -25.2% | -26.1% |
| 6M | -2.8% | -9.0% | +6.1% | +1.3% |
| YTD | -8.8% | +16.8% | -25.6% | -17.2% |
| 1Y | -15.8% | +9.5% | -25.3% | -20.8% |
| All | +17.1% | +45.1% | -28.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling