+3,452.2%
CDNS vs TRGP
+2,231.3%
+1,220.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.8% |
| 7D | -14.0% | +0.8% | -14.8% | -14.1% |
| 30D | -13.2% | +11.5% | -24.7% | -14.9% |
| 3M | -28.9% | +9.0% | -37.9% | -30.2% |
| 6M | -4.2% | +20.5% | -24.7% | -7.8% |
| YTD | -6.4% | +59.5% | -65.9% | -14.3% |
| 1Y | -16.2% | +77.9% | -94.1% | -25.0% |
| 3Y | +20.2% | +253.6% | -233.4% | -4.5% |
| 5Y | +76.6% | +615.5% | -538.8% | +24.4% |
| 10Y | +1,029.7% | +897.1% | +132.6% | +561.0% |
| All | +3,452.2% | +2,231.3% | +1,220.9% | +1,193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling