-19.7%
CDNS vs TRI
-41.4%
+21.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -6.5% | -14.4% | +7.8% | -3.5% |
| 30D | -13.0% | -8.1% | -4.9% | -11.6% |
| 3M | -26.0% | +17.5% | -43.6% | -30.0% |
| 6M | -2.8% | -5.0% | +2.1% | -2.8% |
| YTD | -8.8% | -24.7% | +15.9% | -10.7% |
| All | -19.7% | -41.4% | +21.7% | -26.5% |
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