+1,199.9%
CDNS vs TPR
+378.8%
+821.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -0.1% | +6.4% | -6.5% | -1.6% |
| 30D | -5.5% | +13.8% | -19.3% | -8.5% |
| 3M | +0.5% | -16.6% | +17.2% | +3.9% |
| 6M | -9.6% | +0.7% | -10.3% | -10.9% |
| YTD | +5.3% | +5.3% | 0.0% | +2.1% |
| 1Y | +3.4% | +32.4% | -29.0% | -5.2% |
| 3Y | +25.9% | +406.4% | -380.5% | -17.3% |
| 5Y | +85.8% | +227.9% | -142.1% | +30.8% |
| 10Y | +1,199.9% | +371.7% | +828.2% | +686.4% |
| All | +1,199.9% | +378.8% | +821.0% | +686.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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