+5,711.3%
CDNS vs TRV
+6,550.0%
-838.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -9.2% | +0.5% | -9.7% | -9.4% |
| 30D | -16.3% | -4.9% | -11.4% | -14.4% |
| 3M | -27.9% | +23.7% | -51.7% | -35.0% |
| 6M | -4.3% | +20.3% | -24.6% | -13.1% |
| YTD | -9.1% | +27.1% | -36.2% | -19.7% |
| 1Y | -21.2% | +35.3% | -56.6% | -32.5% |
| 3Y | +19.4% | +139.8% | -120.4% | -23.4% |
| 5Y | +71.6% | +153.9% | -82.3% | +4.9% |
| 10Y | +1,005.1% | +285.9% | +719.2% | +423.3% |
| All | +5,711.3% | +6,550.0% | -838.7% | +565.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling