-18.4%
CDNS vs TEM
-25.7%
+7.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -1.1% | -8.7% | +7.5% | +0.6% |
| 30D | -10.4% | +8.1% | -18.5% | -12.4% |
| 3M | -24.6% | +19.0% | -43.6% | -28.7% |
| 6M | -1.6% | +12.0% | -13.6% | -7.0% |
| YTD | -7.4% | -0.1% | -7.4% | -11.3% |
| 1Y | -18.4% | -33.5% | +15.1% | -15.0% |
| All | -18.4% | -25.7% | +7.3% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling