+70.8%
CDNS vs TRI
-11.1%
+81.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | -6.5% | -14.4% | +7.8% | -0.1% |
| 30D | -13.0% | -8.1% | -4.9% | -10.3% |
| 3M | -26.0% | +17.5% | -43.6% | -33.7% |
| 6M | -2.8% | -5.0% | +2.1% | -3.5% |
| YTD | -8.8% | -24.7% | +15.9% | +3.3% |
| 1Y | -15.8% | -41.5% | +25.7% | +12.4% |
| 3Y | +19.7% | -20.3% | +40.1% | +13.8% |
| 5Y | +70.8% | -10.9% | +81.7% | +39.2% |
| All | +70.8% | -11.1% | +81.9% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling