-2.7%
CDNS vs TPR
+28.3%
-31.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.8% |
| 7D | -2.4% | +14.2% | -16.6% | -3.9% |
| 30D | -10.2% | +17.1% | -27.3% | -11.9% |
| 3M | -5.5% | -17.7% | +12.2% | -3.1% |
| 6M | -9.9% | -10.2% | +0.3% | -9.4% |
| YTD | +2.3% | +4.9% | -2.6% | -0.7% |
| All | -2.7% | +28.3% | -31.0% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling