+1,353.3%
CDNS vs TRU
+238.0%
+1,115.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -1.4% |
| 7D | -14.0% | -6.8% | -7.3% | -11.4% |
| 30D | -13.2% | 0.0% | -13.2% | -13.3% |
| 3M | -28.9% | +13.3% | -42.2% | -33.6% |
| 6M | -4.2% | +3.4% | -7.6% | -7.0% |
| YTD | -6.4% | -6.4% | 0.0% | -5.7% |
| 1Y | -16.2% | -9.7% | -6.5% | -14.9% |
| 3Y | +20.2% | +0.1% | +20.0% | +9.8% |
| 5Y | +76.6% | -34.0% | +110.7% | +93.7% |
| 10Y | +1,029.7% | +147.9% | +881.8% | +615.3% |
| All | +1,353.3% | +238.0% | +1,115.3% | +751.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling