+1,895.7%
TER vs CDNS
+1,013.9%
+881.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.0% |
| 7D | +12.4% | -7.2% | +19.6% | +18.1% |
| 30D | +5.1% | -14.3% | +19.4% | +16.5% |
| 3M | +4.0% | -27.2% | +31.2% | +29.1% |
| 6M | +29.5% | -4.5% | +34.0% | +30.1% |
| YTD | +98.5% | -9.0% | +107.4% | +102.5% |
| 1Y | +234.1% | -21.3% | +255.4% | +279.3% |
| 3Y | +289.0% | +19.6% | +269.4% | +206.8% |
| 5Y | +228.2% | +71.5% | +156.6% | +90.2% |
| 10Y | +1,895.7% | +1,036.6% | +859.1% | +256.5% |
| All | +1,895.7% | +1,013.9% | +881.8% | +256.5% |
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