-19.7%
CDNS vs TGT
+78.3%
-98.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.1% |
| 7D | -6.5% | -5.0% | -1.5% | -6.7% |
| 30D | -13.0% | +3.0% | -16.0% | -13.0% |
| 3M | -26.0% | +22.6% | -48.6% | -25.8% |
| 6M | -2.8% | +31.2% | -34.0% | -3.2% |
| YTD | -8.8% | +63.7% | -72.5% | -10.7% |
| All | -19.7% | +78.3% | -98.0% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling