+26.3%
CDNS vs TXT
+11.3%
+15.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.8% |
| 7D | +7.0% | -1.1% | +8.1% | +7.3% |
| 30D | -0.3% | +13.3% | -13.5% | -4.3% |
| 3M | +3.2% | -5.1% | +8.3% | +4.8% |
| 6M | -6.9% | -7.1% | +0.2% | -5.3% |
| YTD | +6.6% | -3.2% | +9.8% | +5.4% |
| 1Y | +5.6% | +2.3% | +3.3% | +1.7% |
| All | +26.3% | +11.3% | +15.0% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling