+73.1%
CDNS vs TTWO
+40.3%
+32.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.9% |
| 7D | -6.5% | +1.3% | -7.9% | -7.0% |
| 30D | -13.0% | -13.4% | +0.4% | -8.2% |
| 3M | -26.0% | +3.1% | -29.1% | -27.6% |
| 6M | -2.8% | +3.8% | -6.6% | -5.5% |
| YTD | -8.8% | -15.3% | +6.4% | -4.4% |
| 1Y | -15.8% | -11.1% | -4.7% | -13.7% |
| 3Y | +19.7% | +52.0% | -32.2% | -2.7% |
| All | +73.1% | +40.3% | +32.8% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling