+1,026.7%
CDNS vs TRGP
+868.8%
+158.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -6.5% | -0.6% | -6.0% | -6.5% |
| 30D | -13.0% | +10.0% | -23.0% | -14.5% |
| 3M | -26.0% | +7.6% | -33.6% | -27.2% |
| 6M | -2.8% | +26.8% | -29.6% | -7.4% |
| YTD | -8.8% | +60.6% | -69.4% | -16.7% |
| 1Y | -15.8% | +82.5% | -98.3% | -25.0% |
| 3Y | +19.7% | +265.0% | -245.3% | -4.9% |
| 5Y | +70.8% | +645.9% | -575.1% | +21.2% |
| All | +1,026.7% | +868.8% | +158.0% | +595.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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