+131.4%
TLT vs CDNS
+2,704.4%
-2,573.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.1% | +0.4% |
| 7D | +0.3% | +2.1% | -1.8% | +0.4% |
| 30D | +5.1% | -4.6% | +9.7% | +4.9% |
| 3M | -0.2% | -0.8% | +0.6% | -0.1% |
| 6M | -2.9% | -7.2% | +4.3% | -3.1% |
| YTD | -2.7% | +7.7% | -10.3% | -1.7% |
| 1Y | -4.6% | +3.5% | -8.1% | -3.9% |
| 3Y | +6.1% | +31.2% | -25.1% | +9.6% |
| 5Y | -35.1% | +84.5% | -119.7% | -30.7% |
| 10Y | -12.5% | +1,242.9% | -1,255.4% | +14.0% |
| All | +131.4% | +2,704.4% | -2,573.0% | +253.1% |
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