+1,044.2%
CDNS vs TTWO
+406.5%
+637.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.8% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | -10.4% | -11.3% | +0.9% | -6.1% |
| 3M | -24.6% | +1.6% | -26.2% | -25.8% |
| 6M | -1.6% | +2.1% | -3.7% | -3.6% |
| YTD | -7.4% | -15.8% | +8.4% | -2.1% |
| 1Y | -18.4% | -12.6% | -5.8% | -15.5% |
| 3Y | +19.0% | +48.2% | -29.2% | -2.8% |
| 5Y | +73.4% | +40.0% | +33.4% | +39.9% |
| All | +1,044.2% | +406.5% | +637.7% | +555.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling