-9.0%
CDNS vs TEM
+60.7%
-69.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -9.2% | +3.2% | -12.5% | -9.7% |
| 30D | -16.3% | +23.5% | -39.8% | -19.3% |
| 3M | -27.9% | +32.3% | -60.2% | -31.6% |
| 6M | -4.3% | +23.0% | -27.3% | -8.7% |
| YTD | -9.1% | +8.9% | -18.0% | -12.2% |
| 1Y | -21.2% | -19.9% | -1.4% | -21.1% |
| All | -9.0% | +60.7% | -69.7% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling