-8.8%
CDNS vs TEM
+53.2%
-62.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.8% |
| 7D | -7.2% | -1.1% | -6.1% | -7.1% |
| 30D | -14.3% | +11.3% | -25.6% | -16.1% |
| 3M | -27.2% | +25.5% | -52.7% | -30.4% |
| 6M | -4.5% | +17.1% | -21.6% | -8.3% |
| YTD | -9.0% | +3.8% | -12.7% | -11.4% |
| 1Y | -21.3% | -24.4% | +3.0% | -20.6% |
| All | -8.8% | +53.2% | -62.0% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling