+1,600.2%
CDNS vs TRI
+518.6%
+1,081.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | +0.9% |
| 7D | -9.2% | -7.1% | -2.2% | -5.4% |
| 30D | -16.3% | -2.3% | -13.9% | -15.8% |
| 3M | -27.9% | +19.6% | -47.5% | -37.9% |
| 6M | -4.3% | -8.7% | +4.4% | -4.2% |
| YTD | -9.1% | -22.3% | +13.2% | -0.8% |
| 1Y | -21.2% | -40.7% | +19.4% | +1.7% |
| 3Y | +19.4% | -17.8% | +37.1% | +20.9% |
| 5Y | +71.6% | -8.5% | +80.1% | +62.3% |
| 10Y | +1,005.1% | +192.6% | +812.5% | +383.1% |
| All | +1,600.2% | +518.6% | +1,081.6% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling