+5,209.8%
CDNS vs TRMB
+3,157.0%
+2,052.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +1.0% | +2.8% | -1.9% | +0.3% |
| 30D | -2.0% | -5.9% | +3.9% | -1.2% |
| 3M | -0.2% | -3.3% | +3.1% | -0.2% |
| 6M | -8.9% | +1.3% | -10.2% | -10.1% |
| YTD | +3.3% | -29.0% | +32.3% | +11.2% |
| 1Y | +2.2% | -27.8% | +30.0% | +9.6% |
| 3Y | +22.4% | +36.3% | -13.9% | +12.7% |
| 5Y | +78.0% | -35.8% | +113.8% | +94.5% |
| 10Y | +1,175.2% | +103.1% | +1,072.1% | +969.1% |
| All | +5,209.8% | +3,157.0% | +2,052.8% | +2,332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling