-15.8%
CDNS vs TRMB
-29.0%
+13.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -6.5% | -5.4% | -1.1% | -3.7% |
| 30D | -13.0% | -2.0% | -11.0% | -12.2% |
| 3M | -26.0% | +12.3% | -38.3% | -31.4% |
| 6M | -2.8% | -17.6% | +14.8% | +9.5% |
| YTD | -8.8% | -27.5% | +18.6% | +8.7% |
| 1Y | -15.8% | -29.1% | +13.3% | +1.3% |
| All | -15.8% | -29.0% | +13.2% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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