-21.3%
CDNS vs TXT
-3.0%
-18.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -7.2% | +0.8% | -8.0% | -7.3% |
| 30D | -14.3% | -10.4% | -3.8% | -13.2% |
| 3M | -27.2% | -14.3% | -12.8% | -26.0% |
| 6M | -4.5% | -15.1% | +10.6% | -3.2% |
| YTD | -9.0% | -8.3% | -0.6% | -10.5% |
| 1Y | -21.3% | -0.7% | -20.6% | -27.4% |
| All | -21.3% | -3.0% | -18.3% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling