+342.3%
CDNS vs TE
-80.5%
+422.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | 0.0% | -2.9% |
| 7D | +1.0% | -19.1% | +20.0% | +2.6% |
| 30D | -2.0% | -34.1% | +32.2% | +0.9% |
| 3M | -0.2% | -60.1% | +59.9% | +6.4% |
| 6M | -8.9% | -66.0% | +57.1% | -3.3% |
| YTD | +3.3% | -71.4% | +74.7% | +9.1% |
| 1Y | +2.2% | -45.3% | +47.5% | +1.6% |
| 3Y | +22.4% | +9.1% | +13.2% | +2.5% |
| 5Y | +78.0% | -82.6% | +160.6% | +77.2% |
| All | +342.3% | -80.5% | +422.8% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling