-16.2%
CDNS vs TRV
+34.7%
-50.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -4.5% |
| 7D | -14.0% | -0.1% | -13.9% | -14.1% |
| 30D | -13.2% | -3.4% | -9.7% | -14.3% |
| 3M | -28.9% | +26.4% | -55.3% | -22.2% |
| 6M | -4.2% | +19.3% | -23.5% | +3.7% |
| YTD | -6.4% | +28.3% | -34.7% | +2.4% |
| 1Y | -16.2% | +34.3% | -50.5% | -9.4% |
| All | -16.2% | +34.7% | -50.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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