+388.3%
CDNS vs TXG
+7.8%
+380.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | -0.2% | +0.1% | -0.3% | -2.2% |
| 6M | -8.9% | +176.2% | -185.1% | -29.5% |
| YTD | +3.3% | +256.8% | -253.4% | -25.7% |
| 1Y | +2.2% | +255.9% | -253.7% | -26.9% |
| 3Y | +22.4% | +60.2% | -37.8% | -4.3% |
| 5Y | +78.0% | -65.1% | +143.1% | +86.4% |
| All | +388.3% | +7.8% | +380.5% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling