-1.1%
CDNS vs TTWO
-18.4%
+17.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.4% | 0.0% |
| 7D | -3.8% | +7.0% | -10.7% | -5.4% |
| 30D | -6.8% | +2.7% | -9.5% | -7.5% |
| 3M | -3.3% | -13.0% | +9.8% | +0.3% |
| 6M | -5.7% | -7.2% | +1.5% | -5.5% |
| YTD | +5.4% | -18.4% | +23.8% | +0.5% |
| 1Y | -1.1% | -17.2% | +16.1% | -5.7% |
| All | -1.1% | -18.4% | +17.3% | -5.7% |
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