+14,183.4%
TER vs CDNS
+6,098.4%
+8,085.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.0% | +9.5% | +7.3% |
| 7D | +0.6% | -14.0% | +14.6% | +7.4% |
| 30D | -8.3% | -13.2% | +4.9% | -2.5% |
| 3M | -12.2% | -28.9% | +16.7% | +2.2% |
| 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% | +218.3% |
| 3Y | +232.8% | +20.2% | +212.6% | +199.4% |
| 5Y | +198.6% | +76.6% | +121.9% | +128.1% |
| 10Y | +1,669.7% | +1,029.7% | +640.1% | +537.8% |
| All | +14,183.4% | +6,098.4% | +8,085.1% | +2,102.7% |
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