-7.6%
CDNS vs TT
-9.7%
+2.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +2.8% |
| 7D | +2.1% | +1.7% | +0.4% | +1.1% |
| 30D | -4.6% | -11.8% | +7.2% | +0.3% |
| 3M | -0.8% | -12.6% | +11.8% | +3.8% |
| All | -7.6% | -9.7% | +2.1% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling