+105.5%
CDNS vs TOST
-48.6%
+154.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | +7.0% | -4.7% | +11.7% | +8.3% |
| 30D | -0.3% | +8.5% | -8.8% | -2.7% |
| 3M | +3.2% | -1.6% | +4.7% | +2.9% |
| 6M | -6.9% | +44.1% | -51.0% | -16.3% |
| YTD | +6.6% | -5.6% | +12.2% | +6.0% |
| 1Y | +5.6% | -12.6% | +18.2% | +6.9% |
| 3Y | +27.4% | +137.6% | -110.1% | -2.4% |
| 5Y | +83.7% | -30.4% | +114.1% | +62.1% |
| All | +105.5% | -48.6% | +154.1% | +87.9% |
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