-4.7%
CDNS vs TRI
-8.9%
+4.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -2.0% |
| 7D | -9.2% | -7.1% | -2.2% | -8.2% |
| 30D | -16.3% | -2.3% | -13.9% | -16.0% |
| 3M | -27.9% | +19.6% | -47.5% | -30.9% |
| All | -4.7% | -8.9% | +4.2% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling