+75.8%
CDNS vs TXG
-62.8%
+138.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.8% | +0.9% |
| 7D | -1.1% | +9.5% | -10.6% | -3.0% |
| 30D | -10.4% | +18.8% | -29.2% | -13.7% |
| 3M | -24.6% | +136.1% | -160.7% | -37.7% |
| 6M | -1.6% | +235.2% | -236.9% | -25.4% |
| YTD | -7.4% | +320.5% | -328.0% | -33.5% |
| 1Y | -18.4% | +425.2% | -443.6% | -45.1% |
| 3Y | +19.0% | +42.9% | -23.9% | -1.2% |
| All | +75.8% | -62.8% | +138.6% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling