+102.9%
T vs CDNS
+19.2%
+83.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.7% |
| 7D | -3.1% | -7.2% | +4.1% | -3.8% |
| 30D | +4.6% | -14.3% | +18.8% | +3.0% |
| 3M | +12.2% | -27.2% | +39.4% | +8.6% |
| 6M | -6.5% | -4.5% | -1.9% | -6.2% |
| YTD | +4.9% | -9.0% | +13.8% | +5.0% |
| 1Y | -10.5% | -21.3% | +10.8% | -11.3% |
| All | +102.9% | +19.2% | +83.7% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling