+80.4%
CDNS vs TOST
-48.0%
+128.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | -3.4% | -10.6% | -13.2% |
| 30D | -13.2% | -2.4% | -10.7% | -12.8% |
| 3M | -28.9% | +34.6% | -63.5% | -34.6% |
| 6M | -4.2% | +15.2% | -19.4% | -8.7% |
| YTD | -6.4% | -4.4% | -2.0% | -6.8% |
| 1Y | -16.2% | -17.4% | +1.2% | -13.8% |
| 3Y | +20.2% | +54.5% | -34.3% | +2.2% |
| All | +80.4% | -48.0% | +128.4% | +65.3% |
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