-15.8%
CDNS vs TT
+7.0%
-22.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -6.5% | -1.0% | -5.6% | -6.4% |
| 30D | -13.0% | -8.9% | -4.1% | -11.6% |
| 3M | -26.0% | -1.8% | -24.2% | -26.0% |
| 6M | -2.8% | +1.9% | -4.7% | -4.0% |
| YTD | -8.8% | +13.8% | -22.6% | -11.3% |
| 1Y | -15.8% | +6.1% | -22.0% | -16.6% |
| All | -15.8% | +7.0% | -22.8% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling