+19.0%
CDNS vs TGT
+39.9%
-20.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -1.1% | -5.2% | +4.1% | -0.7% |
| 30D | -10.4% | +1.2% | -11.6% | -10.6% |
| 3M | -24.6% | +18.4% | -43.0% | -26.0% |
| 6M | -1.6% | +33.4% | -35.1% | -5.0% |
| YTD | -7.4% | +63.8% | -71.2% | -13.0% |
| 1Y | -18.4% | +77.2% | -95.6% | -24.2% |
| 3Y | +19.0% | +41.8% | -22.8% | +13.6% |
| All | +19.0% | +39.9% | -20.9% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling