+104.4%
CDNS vs TOST
-47.1%
+151.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | +2.4% | +3.0% | -0.5% | +1.7% |
| 30D | -6.0% | +10.3% | -16.3% | -8.6% |
| 3M | -0.1% | -3.3% | +3.2% | +0.2% |
| 6M | -8.6% | +37.8% | -46.4% | -16.8% |
| YTD | +6.1% | -2.8% | +8.9% | +4.7% |
| 1Y | +0.8% | -9.6% | +10.4% | +1.2% |
| 3Y | +26.8% | +144.6% | -117.9% | -3.6% |
| 5Y | +86.9% | -31.0% | +117.8% | +64.6% |
| All | +104.4% | -47.1% | +151.5% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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