-19.8%
TLT vs CDNS
+1,013.9%
-1,033.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -0.3% | -7.2% | +6.9% | -0.4% |
| 30D | 0.0% | -14.3% | +14.2% | -0.2% |
| 3M | -2.9% | -27.2% | +24.3% | -3.3% |
| 6M | -6.3% | -4.5% | -1.7% | -6.2% |
| YTD | -3.3% | -9.0% | +5.6% | -3.4% |
| 1Y | -4.2% | -21.3% | +17.1% | -4.5% |
| 3Y | -1.7% | +19.6% | -21.2% | -0.6% |
| 5Y | -34.9% | +71.5% | -106.4% | -32.9% |
| 10Y | -19.8% | +1,036.6% | -1,056.4% | -7.6% |
| All | -19.8% | +1,013.9% | -1,033.7% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling