-16.2%
CDNS vs TSCO
-40.6%
+24.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.0% |
| 7D | -14.0% | +0.8% | -14.8% | -14.0% |
| 30D | -13.2% | +5.5% | -18.6% | -13.5% |
| 3M | -28.9% | +20.0% | -48.9% | -29.9% |
| 6M | -4.2% | -29.8% | +25.6% | +4.2% |
| YTD | -6.4% | -28.7% | +22.3% | +1.8% |
| 1Y | -16.2% | -40.9% | +24.7% | +0.1% |
| All | -16.2% | -40.6% | +24.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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