+199.8%
TER vs CDNS
-15.6%
+215.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.0% | +9.4% | +7.2% |
| 7D | +0.6% | -14.0% | +14.6% | +7.5% |
| 30D | -8.3% | -13.2% | +4.9% | -2.4% |
| 3M | -12.2% | -28.9% | +16.7% | +2.0% |
| 6M | +17.0% | -4.2% | +21.2% | +20.8% |
| YTD | +84.6% | -6.4% | +91.0% | +91.8% |
| 1Y | +199.8% | -16.2% | +216.0% | +231.4% |
| All | +199.8% | -15.6% | +215.4% | +231.4% |
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 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