+151.8%
TER vs CDNS
+27.9%
+123.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.2% | +0.9% |
| 7D | -20.5% | -2.4% | -18.0% | -19.0% |
| 30D | -47.0% | -10.2% | -36.8% | -43.0% |
| 3M | -43.3% | -5.5% | -37.8% | -41.1% |
| 6M | -42.9% | -9.9% | -33.0% | -39.1% |
| YTD | +12.9% | +2.3% | +10.5% | +8.8% |
| 1Y | +18.2% | -1.4% | +19.6% | +17.1% |
| 3Y | +151.8% | +28.1% | +123.7% | +99.8% |
| All | +151.8% | +27.9% | +123.9% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling