+6,443.8%
CDNS vs TT
+14,465.8%
-8,022.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.7% |
| 7D | -2.4% | -2.0% | -0.4% | -1.5% |
| 30D | -10.2% | -14.0% | +3.9% | -4.0% |
| 3M | -5.5% | -15.9% | +10.4% | +2.0% |
| 6M | -9.9% | -17.3% | +7.5% | -2.6% |
| YTD | +2.3% | +4.0% | -1.6% | -1.1% |
| 1Y | -1.4% | -7.1% | +5.7% | +0.1% |
| 3Y | +28.1% | +90.2% | -62.2% | -5.4% |
| 5Y | +79.7% | +131.1% | -51.4% | +20.9% |
| 10Y | +1,183.3% | +777.7% | +405.6% | +372.5% |
| All | +6,443.8% | +14,465.8% | -8,022.0% | +519.2% |
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