+71.5%
CDNS vs TRMB
-39.0%
+110.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.5% |
| 7D | -7.2% | -2.9% | -4.3% | -5.6% |
| 30D | -14.3% | -1.8% | -12.5% | -13.5% |
| 3M | -27.2% | +8.4% | -35.6% | -31.2% |
| 6M | -4.5% | -18.5% | +14.0% | +6.7% |
| YTD | -9.0% | -26.7% | +17.8% | +8.1% |
| 1Y | -21.3% | -28.3% | +7.0% | -5.8% |
| 3Y | +19.6% | +12.6% | +7.0% | +7.0% |
| 5Y | +71.5% | -38.7% | +110.2% | +142.3% |
| All | +71.5% | -39.0% | +110.5% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling