+1,005.1%
CDNS vs THC
+952.2%
+52.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.7% | -2.6% |
| 7D | -9.2% | -2.6% | -6.7% | -8.9% |
| 30D | -16.3% | -1.2% | -15.1% | -16.2% |
| 3M | -27.9% | +58.9% | -86.9% | -33.1% |
| 6M | -4.3% | +9.3% | -13.7% | -6.3% |
| YTD | -9.1% | +30.4% | -39.5% | -13.7% |
| 1Y | -21.2% | +34.6% | -55.8% | -25.8% |
| 3Y | +19.4% | +246.7% | -227.3% | -3.7% |
| 5Y | +71.6% | +244.5% | -172.9% | +35.3% |
| 10Y | +1,005.1% | +950.1% | +55.0% | +628.4% |
| All | +1,005.1% | +952.2% | +52.8% | +628.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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