-16.2%
CDNS vs TXG
+372.5%
-388.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | -14.0% | +1.8% | -15.8% | -14.2% |
| 30D | -13.2% | +32.0% | -45.2% | -17.1% |
| 3M | -28.9% | +87.0% | -115.9% | -36.1% |
| 6M | -4.2% | +180.1% | -184.2% | -19.7% |
| YTD | -6.4% | +284.1% | -290.5% | -26.0% |
| 1Y | -16.2% | +361.7% | -377.9% | -35.7% |
| All | -16.2% | +372.5% | -388.7% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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