+97.2%
CDNS vs TOST
-46.9%
+144.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.1% |
| 7D | -2.4% | +9.4% | -11.9% | -4.7% |
| 30D | -10.2% | +13.5% | -23.7% | -13.3% |
| 3M | -5.5% | -0.1% | -5.3% | -6.0% |
| 6M | -9.9% | +22.5% | -32.3% | -15.9% |
| YTD | +2.3% | -2.4% | +4.7% | +0.9% |
| 1Y | -1.4% | -4.7% | +3.3% | -2.3% |
| 3Y | +28.1% | +103.2% | -75.1% | +1.5% |
| 5Y | +79.7% | -41.2% | +121.0% | +61.5% |
| All | +97.2% | -46.9% | +144.1% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling