+8,295.3%
CDNS vs TNA
+944.8%
+7,350.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.4% |
| 7D | -7.2% | -3.6% | -3.6% | -6.2% |
| 30D | -14.3% | -10.1% | -4.2% | -11.5% |
| 3M | -27.2% | +2.7% | -29.9% | -28.1% |
| 6M | -4.5% | +38.4% | -42.9% | -14.5% |
| YTD | -9.0% | +45.4% | -54.4% | -20.2% |
| 1Y | -21.3% | +55.9% | -77.3% | -33.2% |
| 3Y | +19.6% | +109.8% | -90.2% | -16.0% |
| 5Y | +71.5% | -22.5% | +94.0% | +46.4% |
| 10Y | +1,036.6% | +87.5% | +949.0% | +434.0% |
| All | +8,295.3% | +944.8% | +7,350.5% | +948.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling