+328.6%
TMO vs CDNS
+1,060.3%
-731.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | +1.1% | -10.4% | +11.6% | +4.8% |
| 3M | +28.3% | -24.6% | +52.9% | +40.5% |
| 6M | +23.3% | -1.6% | +24.9% | +21.4% |
| YTD | +5.5% | -7.4% | +12.9% | +5.3% |
| 1Y | +24.5% | -18.4% | +43.0% | +29.9% |
| 3Y | +19.6% | +19.0% | +0.6% | +1.5% |
| 5Y | +8.1% | +73.4% | -65.3% | -24.9% |
| All | +328.6% | +1,060.3% | -731.6% | +58.8% |
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