+6,443.8%
CDNS vs TYL
+14,564.8%
-8,121.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.1% |
| 7D | -2.4% | +6.7% | -9.1% | -3.4% |
| 30D | -10.2% | +26.5% | -36.7% | -13.4% |
| 3M | -5.5% | +37.3% | -42.8% | -10.1% |
| 6M | -9.9% | +31.2% | -41.0% | -14.1% |
| YTD | +2.3% | -7.4% | +9.7% | +2.3% |
| 1Y | -1.4% | -9.6% | +8.2% | -1.2% |
| 3Y | +28.1% | +1.9% | +26.2% | +25.9% |
| 5Y | +79.7% | -21.1% | +100.8% | +82.9% |
| 10Y | +1,183.3% | +171.8% | +1,011.5% | +1,039.1% |
| All | +6,443.8% | +14,564.8% | -8,121.0% | +3,566.1% |
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