+78.5%
CDNS vs TPR
+253.5%
-175.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | -2.4% | +14.2% | -16.6% | -6.2% |
| 30D | -10.2% | +17.1% | -27.3% | -14.4% |
| 3M | -5.5% | -17.7% | +12.2% | -1.0% |
| 6M | -9.9% | -10.2% | +0.3% | -8.8% |
| YTD | +2.3% | +4.9% | -2.6% | -1.9% |
| 1Y | -1.4% | +36.1% | -37.5% | -13.3% |
| 3Y | +28.1% | +416.5% | -388.4% | -30.4% |
| All | +78.5% | +253.5% | -175.1% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling