+1,006.2%
TER vs CDNS
+1,218.1%
-211.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.8% |
| 7D | -8.9% | +2.4% | -11.3% | -9.9% |
| 30D | -39.1% | -6.0% | -33.0% | -35.7% |
| 3M | -32.8% | -0.1% | -32.7% | -32.5% |
| 6M | -31.7% | -8.6% | -23.2% | -27.4% |
| YTD | +26.9% | +6.1% | +20.8% | +17.3% |
| 1Y | +33.6% | +0.8% | +32.7% | +28.5% |
| 3Y | +181.5% | +26.8% | +154.7% | +116.9% |
| 5Y | +76.1% | +86.9% | -10.7% | -2.4% |
| 10Y | +1,006.2% | +1,235.1% | -228.9% | +76.3% |
| All | +1,006.2% | +1,218.1% | -211.9% | +76.3% |
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