+1,235.1%
CDNS vs TXT
+103.6%
+1,131.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -2.0% |
| 7D | +2.4% | -1.1% | +3.5% | +2.8% |
| 30D | -6.0% | +17.1% | -23.1% | -11.2% |
| 3M | -0.1% | -2.6% | +2.6% | +0.4% |
| 6M | -8.6% | -4.6% | -4.0% | -7.9% |
| YTD | +6.1% | -0.3% | +6.4% | +4.4% |
| 1Y | +0.8% | +5.9% | -5.1% | -3.1% |
| 3Y | +26.8% | +14.4% | +12.4% | +17.0% |
| 5Y | +86.9% | +15.9% | +71.0% | +69.8% |
| 10Y | +1,235.1% | +99.6% | +1,135.5% | +969.9% |
| All | +1,235.1% | +103.6% | +1,131.5% | +969.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling