+77.1%
CDNS vs TXG
-65.2%
+142.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | +1.0% | -1.8% | +2.8% | +1.3% |
| 30D | -2.0% | -20.4% | +18.4% | +2.0% |
| 3M | -0.2% | +0.1% | -0.3% | -2.1% |
| 6M | -8.9% | +176.2% | -185.1% | -28.7% |
| YTD | +3.3% | +256.8% | -253.4% | -24.6% |
| 1Y | +2.2% | +255.9% | -253.7% | -25.8% |
| 3Y | +22.4% | +60.2% | -37.8% | -3.1% |
| All | +77.1% | -65.2% | +142.3% | +96.0% |
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