+6,683.5%
CDNS vs TYL
+14,603.2%
-7,919.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +2.4% | +4.3% | -1.9% | +1.8% |
| 30D | -6.0% | +28.0% | -34.0% | -9.5% |
| 3M | -0.1% | +32.3% | -32.4% | -4.5% |
| 6M | -8.6% | +29.9% | -38.5% | -12.7% |
| YTD | +6.1% | -7.1% | +13.2% | +6.0% |
| 1Y | +0.8% | -9.2% | +10.0% | +1.0% |
| 3Y | +26.8% | +0.7% | +26.1% | +24.8% |
| 5Y | +86.9% | -21.1% | +107.9% | +90.2% |
| 10Y | +1,235.1% | +180.8% | +1,054.3% | +1,081.0% |
| All | +6,683.5% | +14,603.2% | -7,919.6% | +3,698.8% |
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