+47.4%
TER vs CDNS
+2.6%
+44.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -3.6% |
| 7D | +14.4% | +1.0% | +13.4% | +14.0% |
| 30D | -30.6% | -2.0% | -28.6% | -29.2% |
| 3M | -39.2% | -0.2% | -39.0% | -38.6% |
| 6M | -31.3% | -8.9% | -22.4% | -27.0% |
| YTD | +29.1% | +3.3% | +25.7% | +30.6% |
| 1Y | +47.4% | +2.2% | +45.2% | +51.3% |
| All | +47.4% | +2.6% | +44.9% | +51.3% |
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 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