+1,036.6%
CDNS vs TXT
+100.3%
+936.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -7.2% | +0.8% | -8.0% | -7.5% |
| 30D | -14.3% | -10.4% | -3.8% | -11.0% |
| 3M | -27.2% | -14.3% | -12.8% | -23.5% |
| 6M | -4.5% | -15.1% | +10.6% | +0.2% |
| YTD | -9.0% | -8.3% | -0.6% | -7.5% |
| 1Y | -21.3% | -0.7% | -20.6% | -22.4% |
| 3Y | +19.6% | +6.0% | +13.6% | +13.6% |
| 5Y | +71.5% | +12.5% | +59.0% | +58.5% |
| 10Y | +1,036.6% | +103.2% | +933.4% | +744.3% |
| All | +1,036.6% | +100.3% | +936.3% | +744.3% |
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