+1,026.7%
CDNS vs TNA
+84.1%
+942.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.0% |
| 7D | -6.5% | -7.6% | +1.1% | -4.5% |
| 30D | -13.0% | -13.6% | +0.6% | -9.5% |
| 3M | -26.0% | +2.8% | -28.8% | -26.9% |
| 6M | -2.8% | +34.5% | -37.3% | -11.5% |
| YTD | -8.8% | +41.0% | -49.9% | -18.5% |
| 1Y | -15.8% | +52.0% | -67.8% | -27.0% |
| 3Y | +19.7% | +103.5% | -83.7% | -12.2% |
| 5Y | +70.8% | -22.5% | +93.3% | +48.0% |
| All | +1,026.7% | +84.1% | +942.6% | +538.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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