+9.4%
TMO vs CDNS
+69.8%
-60.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.5% | -6.5% | +4.1% | -0.6% |
| 30D | -0.3% | -13.0% | +12.7% | +3.5% |
| 3M | +25.3% | -26.0% | +51.3% | +35.6% |
| 6M | +20.9% | -2.8% | +23.7% | +19.6% |
| YTD | +4.3% | -8.8% | +13.1% | +4.6% |
| 1Y | +27.0% | -15.8% | +42.9% | +30.2% |
| 3Y | +17.5% | +19.7% | -2.2% | +0.4% |
| All | +9.4% | +69.8% | -60.4% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling