+131.2%
TLT vs CDNS
+2,339.2%
-2,208.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | -0.1% |
| 7D | -0.4% | -14.0% | +13.6% | -1.3% |
| 30D | -0.6% | -13.2% | +12.6% | -1.4% |
| 3M | -2.7% | -28.9% | +26.2% | -4.7% |
| 6M | -5.6% | -4.2% | -1.5% | -5.6% |
| YTD | -2.8% | -6.4% | +3.6% | -2.8% |
| 1Y | -1.4% | -16.2% | +14.8% | -2.1% |
| 3Y | -1.6% | +20.2% | -21.8% | +1.1% |
| 5Y | -33.8% | +76.6% | -110.5% | -29.4% |
| 10Y | -21.1% | +1,029.7% | -1,050.8% | +1.5% |
| All | +131.2% | +2,339.2% | -2,208.0% | +249.2% |
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