+329.5%
CDNS vs TXG
+21.5%
+308.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -3.9% |
| 7D | -9.2% | +9.4% | -18.6% | -11.0% |
| 30D | -16.3% | +26.1% | -42.3% | -20.7% |
| 3M | -27.9% | +124.8% | -152.7% | -40.5% |
| 6M | -4.3% | +215.2% | -219.6% | -27.5% |
| YTD | -9.1% | +302.2% | -311.3% | -35.2% |
| 1Y | -21.2% | +370.9% | -392.1% | -46.7% |
| 3Y | +19.4% | +38.5% | -19.1% | -1.7% |
| 5Y | +71.6% | -64.4% | +136.0% | +81.8% |
| All | +329.5% | +21.5% | +308.0% | +240.0% |
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 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