+5,721.4%
CDNS vs TGT
+6,106.6%
-385.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.3% |
| 7D | -7.2% | -3.6% | -3.6% | -6.0% |
| 30D | -14.3% | +4.4% | -18.7% | -15.9% |
| 3M | -27.2% | +25.4% | -52.6% | -33.6% |
| 6M | -4.5% | +33.4% | -37.9% | -15.4% |
| YTD | -9.0% | +65.6% | -74.5% | -25.9% |
| 1Y | -21.3% | +80.3% | -101.6% | -38.3% |
| 3Y | +19.6% | +42.1% | -22.6% | -3.7% |
| 5Y | +71.5% | -25.0% | +96.5% | +70.6% |
| 10Y | +1,036.6% | +208.2% | +828.4% | +498.7% |
| All | +5,721.4% | +6,106.6% | -385.3% | +452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling