+1,026.7%
CDNS vs TGT
+207.2%
+819.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.4% |
| 7D | -6.5% | -5.0% | -1.5% | -5.4% |
| 30D | -13.0% | +3.0% | -16.0% | -13.8% |
| 3M | -26.0% | +22.6% | -48.6% | -30.0% |
| 6M | -2.8% | +31.2% | -34.0% | -9.9% |
| YTD | -8.8% | +63.7% | -72.5% | -20.4% |
| 1Y | -15.8% | +78.5% | -94.3% | -28.3% |
| 3Y | +19.7% | +40.5% | -20.8% | +3.3% |
| 5Y | +70.8% | -25.6% | +96.3% | +74.2% |
| All | +1,026.7% | +207.2% | +819.6% | +761.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling