+5,721.4%
CDNS vs TROW
+14,176.2%
-8,454.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -7.2% | -1.5% | -5.7% | -6.6% |
| 30D | -14.3% | -5.3% | -9.0% | -12.2% |
| 3M | -27.2% | +2.9% | -30.1% | -28.3% |
| 6M | -4.5% | +22.2% | -26.7% | -12.6% |
| YTD | -9.0% | +8.1% | -17.0% | -12.3% |
| 1Y | -21.3% | +5.8% | -27.1% | -23.6% |
| 3Y | +19.6% | +14.0% | +5.6% | +11.3% |
| 5Y | +71.5% | -38.3% | +109.8% | +104.1% |
| 10Y | +1,036.6% | +131.7% | +904.9% | +658.7% |
| All | +5,721.4% | +14,176.2% | -8,454.8% | +763.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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