-19.7%
CDNS vs TRU
-14.5%
-5.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -6.5% | -9.4% | +2.8% | -3.8% |
| 30D | -13.0% | -4.1% | -8.9% | -11.9% |
| 3M | -26.0% | +13.6% | -39.6% | -29.6% |
| 6M | -2.8% | +3.6% | -6.4% | -5.3% |
| YTD | -8.8% | -9.8% | +1.0% | -9.8% |
| All | -19.7% | -14.5% | -5.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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