+77.4%
CDNS vs TT
+140.2%
-62.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.5% |
| 7D | -14.0% | 0.0% | -14.0% | -14.0% |
| 30D | -13.2% | -7.2% | -6.0% | -9.6% |
| 3M | -28.9% | -3.0% | -25.9% | -28.3% |
| 6M | -4.2% | +1.4% | -5.5% | -6.5% |
| YTD | -6.4% | +15.9% | -22.3% | -16.7% |
| 1Y | -16.2% | +9.4% | -25.6% | -23.0% |
| 3Y | +20.2% | +124.4% | -104.2% | -31.8% |
| All | +77.4% | +140.2% | -62.7% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling