-1.1%
CDNS vs TRI
-22.4%
+21.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.6% | +0.7% |
| 7D | -3.8% | +1.0% | -4.8% | -4.1% |
| 30D | -6.8% | +20.8% | -27.5% | -10.8% |
| 3M | -3.3% | +8.1% | -11.4% | -5.5% |
| 6M | -5.7% | +24.2% | -29.9% | -11.4% |
| YTD | +5.4% | -7.8% | +13.2% | +3.8% |
| 1Y | -1.1% | -16.7% | +15.6% | -0.4% |
| All | -1.1% | -22.4% | +21.3% | -0.4% |
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