+296.2%
CDNS vs TE
-52.9%
+349.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | -10.4% | -5.9% | -4.5% | -10.2% |
| 3M | -24.6% | -45.6% | +21.0% | -21.8% |
| 6M | -1.6% | -43.4% | +41.7% | +0.2% |
| YTD | -7.4% | -31.0% | +23.6% | -8.2% |
| 1Y | -18.4% | +145.2% | -163.6% | -29.5% |
| 3Y | +19.0% | -24.1% | +43.0% | +9.1% |
| 5Y | +73.4% | -48.1% | +121.6% | +61.2% |
| All | +296.2% | -52.9% | +349.1% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling