+78.5%
CDNS vs THC
+274.4%
-195.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.0% |
| 7D | -2.4% | +3.7% | -6.1% | -3.3% |
| 30D | -10.2% | +9.0% | -19.2% | -12.0% |
| 3M | -5.5% | +10.4% | -15.9% | -7.9% |
| 6M | -9.9% | +45.7% | -55.5% | -18.3% |
| YTD | +2.3% | +42.6% | -40.2% | -7.7% |
| 1Y | -1.4% | +38.8% | -40.2% | -10.8% |
| 3Y | +28.1% | +418.8% | -390.7% | -21.1% |
| All | +78.5% | +274.4% | -195.9% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling