+23.9%
CDNS vs TLN
+589.3%
-565.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.6% |
| 7D | -7.2% | +5.8% | -13.0% | -8.4% |
| 30D | -14.3% | -6.9% | -7.4% | -13.2% |
| 3M | -27.2% | -10.9% | -16.3% | -26.1% |
| 6M | -4.5% | -4.6% | +0.1% | -5.4% |
| YTD | -9.0% | -14.7% | +5.8% | -8.2% |
| 1Y | -21.3% | -17.9% | -3.4% | -20.3% |
| 3Y | +19.6% | +483.9% | -464.3% | -20.5% |
| All | +23.9% | +589.3% | -565.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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