+43.2%
TER vs CDNS
-0.2%
+43.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.8% | -8.6% | -7.7% |
| 7D | -19.9% | -3.8% | -16.1% | -18.3% |
| 30D | -43.5% | -6.8% | -36.8% | -41.6% |
| 3M | -37.8% | -3.3% | -34.5% | -36.9% |
| 6M | -25.6% | -5.7% | -19.8% | -22.5% |
| YTD | +29.8% | +5.4% | +24.4% | +28.9% |
| 1Y | +43.2% | -1.1% | +44.3% | +52.0% |
| All | +43.2% | -0.2% | +43.3% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling