+71.6%
CDNS vs TXT
+12.6%
+59.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | -9.2% | -0.2% | -9.0% | -9.2% |
| 30D | -16.3% | -11.1% | -5.2% | -11.7% |
| 3M | -27.9% | -13.0% | -14.9% | -23.7% |
| 6M | -4.3% | -16.2% | +11.9% | +2.6% |
| YTD | -9.1% | -8.7% | -0.4% | -7.5% |
| 1Y | -21.2% | -3.8% | -17.4% | -22.2% |
| 3Y | +19.4% | +5.5% | +13.9% | +7.6% |
| 5Y | +71.6% | +12.3% | +59.3% | +43.9% |
| All | +71.6% | +12.6% | +59.0% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling