+1,549.9%
CDNS vs TDY
+6,954.6%
-5,404.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -7.2% | -1.8% | -5.4% | -6.6% |
| 30D | -14.3% | -13.8% | -0.5% | -9.7% |
| 3M | -27.2% | -3.9% | -23.3% | -26.4% |
| 6M | -4.5% | -9.0% | +4.5% | -1.6% |
| YTD | -9.0% | +16.5% | -25.5% | -14.2% |
| 1Y | -21.3% | +9.3% | -30.6% | -24.2% |
| 3Y | +19.6% | +45.1% | -25.5% | +4.1% |
| 5Y | +71.5% | +35.0% | +36.6% | +53.4% |
| 10Y | +1,036.6% | +469.0% | +567.6% | +526.6% |
| All | +1,549.9% | +6,954.6% | -5,404.7% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling