+614.2%
TEAM vs CDNS
+1,409.4%
-795.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | +0.6% |
| 7D | -2.4% | +1.0% | -3.4% | -3.2% |
| 30D | -26.7% | -2.0% | -24.8% | -26.5% |
| 3M | -9.6% | -0.2% | -9.4% | -11.6% |
| 6M | +86.0% | -8.9% | +94.9% | +90.3% |
| YTD | -7.5% | +3.3% | -10.8% | -13.5% |
| 1Y | -1.4% | +2.2% | -3.6% | -7.4% |
| 3Y | -14.3% | +22.4% | -36.7% | -35.2% |
| 5Y | -66.3% | +78.0% | -144.3% | -80.6% |
| 10Y | +445.6% | +1,175.2% | -729.6% | -10.9% |
| All | +614.2% | +1,409.4% | -795.2% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling