+1,766.2%
CDNS vs TTWO
+5,658.7%
-3,892.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -7.2% | -2.3% | -4.9% | -6.7% |
| 30D | -14.3% | -16.7% | +2.5% | -10.8% |
| 3M | -27.2% | -0.4% | -26.8% | -27.4% |
| 6M | -4.5% | -1.6% | -2.9% | -4.6% |
| YTD | -9.0% | -17.5% | +8.6% | -5.5% |
| 1Y | -21.3% | -14.8% | -6.5% | -19.1% |
| 3Y | +19.6% | +47.9% | -28.3% | +8.4% |
| 5Y | +71.5% | +34.5% | +37.1% | +56.3% |
| 10Y | +1,036.6% | +394.0% | +642.6% | +691.7% |
| All | +1,766.2% | +5,658.7% | -3,892.5% | +573.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling