+71.5%
CDNS vs TE
-43.0%
+114.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.1% | +0.4% |
| 7D | -7.2% | +15.0% | -22.2% | -8.3% |
| 30D | -14.3% | -7.5% | -6.7% | -13.9% |
| 3M | -27.2% | -42.0% | +14.8% | -24.8% |
| 6M | -4.5% | -31.4% | +26.9% | -4.2% |
| YTD | -9.0% | -26.5% | +17.5% | -10.2% |
| 1Y | -21.3% | +153.1% | -174.4% | -32.5% |
| 3Y | +19.6% | -20.7% | +40.3% | +11.0% |
| 5Y | +71.5% | -45.4% | +117.0% | +61.1% |
| All | +71.5% | -43.0% | +114.6% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling