+128.4%
TLT vs CDNS
+2,663.7%
-2,535.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.4% |
| 7D | -0.3% | +2.4% | -2.7% | -0.1% |
| 30D | +3.7% | -6.0% | +9.7% | +3.4% |
| 3M | -0.7% | -0.1% | -0.6% | -0.5% |
| 6M | -4.2% | -8.6% | +4.4% | -4.5% |
| YTD | -4.0% | +6.1% | -10.1% | -3.1% |
| 1Y | -5.8% | +0.8% | -6.7% | -5.3% |
| 3Y | +4.1% | +26.8% | -22.7% | +7.3% |
| 5Y | -34.8% | +86.9% | -121.7% | -30.3% |
| 10Y | -12.3% | +1,235.1% | -1,247.5% | +14.2% |
| All | +128.4% | +2,663.7% | -2,535.3% | +248.1% |
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