+1,242.9%
CDNS vs TT
+782.6%
+460.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +2.8% |
| 7D | +2.1% | +1.7% | +0.4% | +1.3% |
| 30D | -4.6% | -11.8% | +7.2% | +1.7% |
| 3M | -0.8% | -12.6% | +11.8% | +6.2% |
| 6M | -7.2% | -9.4% | +2.2% | -3.1% |
| YTD | +7.7% | +8.8% | -1.2% | +0.6% |
| 1Y | +3.5% | -2.5% | +6.1% | +2.6% |
| 3Y | +31.2% | +95.7% | -64.4% | -10.9% |
| 5Y | +84.5% | +135.7% | -51.2% | +10.7% |
| 10Y | +1,242.9% | +750.6% | +492.3% | +359.8% |
| All | +1,242.9% | +782.6% | +460.3% | +359.8% |
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