+75.8%
CDNS vs TRGP
+628.1%
-552.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -10.4% | +8.0% | -18.5% | -12.6% |
| 3M | -24.6% | +8.3% | -32.8% | -26.9% |
| 6M | -1.6% | +23.9% | -25.5% | -9.0% |
| YTD | -7.4% | +59.6% | -67.1% | -21.2% |
| 1Y | -18.4% | +79.4% | -97.8% | -33.6% |
| 3Y | +19.0% | +269.4% | -250.5% | -23.3% |
| All | +75.8% | +628.1% | -552.3% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling