+63.1%
T vs CDNS
+1,121.7%
-1,058.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +2.0% | -0.1% | +2.0% | +2.0% |
| 30D | -1.0% | -5.5% | +4.5% | -0.8% |
| 3M | -8.1% | +0.5% | -8.6% | -8.3% |
| 6M | -8.3% | -9.6% | +1.3% | -8.0% |
| YTD | -6.1% | +5.3% | -11.4% | -7.1% |
| 1Y | -7.4% | +3.4% | -10.8% | -8.3% |
| 3Y | +65.4% | +25.9% | +39.6% | +56.7% |
| 5Y | +57.6% | +85.8% | -28.1% | +37.3% |
| All | +63.1% | +1,121.7% | -1,058.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling