+77.1%
CDNS vs TRU
-26.5%
+103.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +1.0% | 0.0% | +0.9% | +1.0% |
| 30D | -2.0% | +21.3% | -23.3% | -9.8% |
| 3M | -0.2% | +0.2% | -0.5% | -1.6% |
| 6M | -8.9% | +22.4% | -31.3% | -18.1% |
| YTD | +3.3% | -4.8% | +8.2% | +2.1% |
| 1Y | +2.2% | -0.2% | +2.4% | -1.2% |
| 3Y | +22.4% | +57.9% | -35.5% | -7.6% |
| All | +77.1% | -26.5% | +103.6% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling