+19.0%
CDNS vs TNA
+101.9%
-82.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -1.1% | -7.3% | +6.1% | +1.0% |
| 30D | -10.4% | -14.2% | +3.7% | -6.6% |
| 3M | -24.6% | -4.6% | -20.0% | -23.8% |
| 6M | -1.6% | +36.9% | -38.6% | -10.8% |
| YTD | -7.4% | +42.5% | -50.0% | -17.4% |
| 1Y | -18.4% | +45.8% | -64.2% | -28.3% |
| 3Y | +19.0% | +104.7% | -85.7% | -5.7% |
| All | +19.0% | +101.9% | -82.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling