-16.2%
CDNS vs TTWO
-10.0%
-6.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | -8.8% | -5.2% | -11.6% |
| 30D | -13.2% | -8.6% | -4.6% | -10.9% |
| 3M | -28.9% | -0.9% | -28.0% | -29.7% |
| 6M | -4.2% | -0.5% | -3.7% | -6.9% |
| YTD | -6.4% | -16.1% | +9.8% | -7.7% |
| 1Y | -16.2% | -10.8% | -5.4% | -19.7% |
| All | -16.2% | -10.0% | -6.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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