+17.1%
CDNS vs TSCO
-18.6%
+35.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -6.5% | -3.1% | -3.4% | -6.0% |
| 30D | -13.0% | -4.4% | -8.6% | -12.3% |
| 3M | -26.0% | +9.7% | -35.7% | -27.8% |
| 6M | -2.8% | -32.4% | +29.6% | +8.0% |
| YTD | -8.8% | -31.7% | +22.8% | +0.9% |
| 1Y | -15.8% | -41.3% | +25.4% | -2.3% |
| All | +17.1% | -18.6% | +35.7% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling