+5,887.0%
CDNS vs THC
+508.9%
+5,378.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -14.0% | -0.7% | -13.4% | -13.9% |
| 30D | -13.2% | +1.3% | -14.4% | -13.4% |
| 3M | -28.9% | +64.2% | -93.2% | -34.5% |
| 6M | -4.2% | +8.3% | -12.4% | -6.1% |
| YTD | -6.4% | +33.4% | -39.7% | -11.6% |
| 1Y | -16.2% | +37.7% | -53.9% | -21.5% |
| 3Y | +20.2% | +236.8% | -216.6% | -3.5% |
| 5Y | +76.6% | +249.3% | -172.6% | +37.5% |
| 10Y | +1,029.7% | +995.2% | +34.4% | +543.8% |
| All | +5,887.0% | +508.9% | +5,378.2% | +2,183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling