+5,887.0%
CDNS vs TT
+16,138.6%
-10,251.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.3% |
| 7D | -14.0% | -0.2% | -13.8% | -13.9% |
| 30D | -13.2% | -7.4% | -5.8% | -10.2% |
| 3M | -28.9% | -3.2% | -25.7% | -28.2% |
| 6M | -4.2% | +1.1% | -5.3% | -5.6% |
| YTD | -6.4% | +15.6% | -22.0% | -13.7% |
| 1Y | -16.2% | +9.2% | -25.4% | -21.0% |
| 3Y | +20.2% | +124.4% | -104.2% | -17.9% |
| 5Y | +76.6% | +138.0% | -61.4% | +17.1% |
| 10Y | +1,029.7% | +886.4% | +143.3% | +294.4% |
| All | +5,887.0% | +16,138.6% | -10,251.6% | +439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling