+5,887.0%
CDNS vs TYL
+12,593.6%
-6,706.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.4% |
| 7D | -14.0% | -3.7% | -10.3% | -13.6% |
| 30D | -13.2% | +18.7% | -31.9% | -15.4% |
| 3M | -28.9% | +18.1% | -47.0% | -30.9% |
| 6M | -4.2% | -1.1% | -3.0% | -4.6% |
| YTD | -6.4% | -19.8% | +13.4% | -4.1% |
| 1Y | -16.2% | -34.3% | +18.1% | -11.8% |
| 3Y | +20.2% | -8.2% | +28.4% | +20.3% |
| 5Y | +76.6% | -25.4% | +102.1% | +82.2% |
| 10Y | +1,029.7% | +115.6% | +914.1% | +936.8% |
| All | +5,887.0% | +12,593.6% | -6,706.6% | +3,336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 all: compounded portfolio wealth divided by compounded TYL 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…
all analysis · Full analysis span regression · 6 months rolling