+18.3%
TMO vs CDNS
+19.3%
-1.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.5% | -6.5% | +4.1% | -1.3% |
| 30D | -0.3% | -13.0% | +12.7% | +2.2% |
| 3M | +25.3% | -26.0% | +51.3% | +32.1% |
| 6M | +20.9% | -2.8% | +23.7% | +19.8% |
| YTD | +4.3% | -8.8% | +13.1% | +4.4% |
| 1Y | +27.0% | -15.8% | +42.9% | +29.0% |
| All | +18.3% | +19.3% | -1.1% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling