+31.2%
CDNS vs TLN
+563.3%
-532.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.2% | -2.0% | +3.6% |
| 7D | +2.1% | +9.1% | -6.9% | -0.1% |
| 30D | -4.6% | -4.1% | -0.5% | -4.0% |
| 3M | -0.8% | +4.4% | -5.2% | -2.5% |
| 6M | -7.2% | -6.0% | -1.2% | -7.5% |
| YTD | +7.7% | -3.1% | +10.8% | +5.0% |
| 1Y | +3.5% | -6.1% | +9.6% | +1.4% |
| 3Y | +31.2% | +575.3% | -544.1% | -14.5% |
| All | +31.2% | +563.3% | -532.0% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling