+995.4%
TER vs CDNS
+1,098.6%
-103.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -3.1% |
| 7D | +14.4% | +1.0% | +13.4% | +13.9% |
| 30D | -30.6% | -2.0% | -28.6% | -28.9% |
| 3M | -39.2% | -0.2% | -39.0% | -38.8% |
| 6M | -31.3% | -8.9% | -22.4% | -26.7% |
| YTD | +29.1% | +3.3% | +25.7% | +21.6% |
| 1Y | +47.4% | +2.2% | +45.2% | +40.3% |
| 3Y | +191.2% | +22.4% | +168.9% | +130.4% |
| 5Y | +74.0% | +78.0% | -4.0% | 0.0% |
| All | +995.4% | +1,098.6% | -103.1% | +82.5% |
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