+9,741.5%
TER vs CDNS
+7,026.5%
+2,715.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.2% | +7.5% | +10.4% |
| 7D | -5.8% | +2.1% | -7.9% | -6.3% |
| 30D | -38.9% | -4.6% | -34.3% | -37.1% |
| 3M | -35.1% | -0.8% | -34.3% | -34.6% |
| 6M | -31.6% | -7.2% | -24.4% | -29.0% |
| YTD | +27.2% | +7.7% | +19.6% | +21.6% |
| 1Y | +35.2% | +3.5% | +31.7% | +31.7% |
| 3Y | +192.8% | +31.2% | +161.6% | +155.4% |
| 5Y | +72.4% | +84.5% | -12.1% | +30.1% |
| 10Y | +1,001.8% | +1,242.9% | -241.0% | +270.9% |
| All | +9,741.5% | +7,026.5% | +2,715.0% | +1,336.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling