+24.5%
TMO vs CDNS
-15.5%
+40.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | +1.1% | -10.4% | +11.6% | +2.7% |
| 3M | +28.3% | -24.6% | +52.9% | +33.9% |
| 6M | +23.3% | -1.6% | +24.9% | +20.7% |
| YTD | +5.5% | -7.4% | +12.9% | +4.2% |
| 1Y | +24.5% | -18.4% | +43.0% | +28.3% |
| All | +24.5% | -15.5% | +40.0% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling