+262.0%
TER vs CDNS
+19.0%
+243.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.0% | +9.5% | +7.9% |
| 7D | +0.6% | -14.0% | +14.6% | +9.8% |
| 30D | -8.3% | -13.2% | +4.9% | -0.6% |
| 3M | -12.2% | -28.9% | +16.7% | +7.5% |
| 6M | +17.1% | -4.2% | +21.2% | +18.2% |
| YTD | +84.7% | -6.4% | +91.0% | +86.4% |
| 1Y | +199.9% | -16.2% | +216.1% | +225.4% |
| All | +262.0% | +19.0% | +243.1% | +199.9% |
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