+70.8%
CDNS vs TRV
+154.6%
-83.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -6.5% | -1.5% | -5.1% | -6.4% |
| 30D | -13.0% | -1.8% | -11.2% | -12.8% |
| 3M | -26.0% | +21.6% | -47.6% | -28.0% |
| 6M | -2.8% | +22.5% | -25.3% | -5.7% |
| YTD | -8.8% | +28.1% | -37.0% | -12.3% |
| 1Y | -15.8% | +37.0% | -52.9% | -20.2% |
| 3Y | +19.7% | +141.9% | -122.2% | -1.1% |
| 5Y | +70.8% | +158.5% | -87.7% | +33.4% |
| All | +70.8% | +154.6% | -83.9% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling