+1,088.6%
CDNS vs TPR
+7,380.8%
-6,292.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.0% | -2.3% | -11.7% | -13.4% |
| 30D | -13.2% | -23.0% | +9.8% | -7.0% |
| 3M | -28.9% | -12.5% | -16.4% | -26.8% |
| 6M | -4.2% | -21.4% | +17.3% | +1.0% |
| YTD | -6.4% | -3.5% | -2.8% | -7.3% |
| 1Y | -16.2% | +17.4% | -33.6% | -22.1% |
| 3Y | +20.2% | +291.3% | -271.1% | -24.2% |
| 5Y | +76.6% | +241.9% | -165.3% | +12.2% |
| 10Y | +1,029.7% | +322.7% | +707.0% | +473.6% |
| All | +1,088.6% | +7,380.8% | -6,292.1% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling