-16.2%
CDNS vs TRI
-38.3%
+22.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -2.8% |
| 7D | -14.0% | -0.5% | -13.5% | -13.9% |
| 30D | -13.2% | +7.9% | -21.0% | -14.8% |
| 3M | -28.9% | +24.1% | -53.0% | -33.4% |
| 6M | -4.2% | +3.8% | -8.0% | -6.0% |
| YTD | -6.4% | -16.9% | +10.5% | -8.0% |
| 1Y | -16.2% | -38.4% | +22.2% | -14.5% |
| All | -16.2% | -38.3% | +22.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling