+1,036.6%
CDNS vs TT
+906.5%
+130.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -7.2% | +1.4% | -8.6% | -7.9% |
| 30D | -14.3% | -6.7% | -7.6% | -11.3% |
| 3M | -27.2% | -5.4% | -21.8% | -25.6% |
| 6M | -4.5% | +4.4% | -8.9% | -7.9% |
| YTD | -9.0% | +14.9% | -23.9% | -17.2% |
| 1Y | -21.3% | +9.3% | -30.6% | -26.8% |
| 3Y | +19.6% | +121.7% | -102.2% | -24.0% |
| 5Y | +71.5% | +148.2% | -76.6% | +0.6% |
| 10Y | +1,036.6% | +957.3% | +79.3% | +253.9% |
| All | +1,036.6% | +906.5% | +130.0% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling