+1,206.6%
CDNS vs TPR
+365.1%
+841.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.4% |
| 7D | +7.0% | -1.1% | +8.2% | +7.3% |
| 30D | -0.3% | +15.1% | -15.4% | -3.7% |
| 3M | +3.2% | -13.4% | +16.6% | +5.7% |
| 6M | -6.9% | +1.4% | -8.3% | -8.4% |
| YTD | +6.6% | +4.8% | +1.9% | +3.5% |
| 1Y | +5.6% | +29.2% | -23.6% | -2.6% |
| 3Y | +27.4% | +403.7% | -376.3% | -16.2% |
| 5Y | +83.7% | +230.8% | -147.1% | +29.1% |
| All | +1,206.6% | +365.1% | +841.6% | +702.7% |
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