+8,187.2%
TMO vs CDNS
+6,027.8%
+2,159.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -0.6% | -1.1% | +0.5% | -0.4% |
| 30D | +1.1% | -10.4% | +11.6% | +3.3% |
| 3M | +28.3% | -24.6% | +52.9% | +35.3% |
| 6M | +23.3% | -1.6% | +24.9% | +22.6% |
| YTD | +5.5% | -7.4% | +12.9% | +5.8% |
| 1Y | +24.5% | -18.4% | +43.0% | +27.9% |
| 3Y | +19.6% | +19.0% | +0.6% | +11.4% |
| 5Y | +8.1% | +73.4% | -65.3% | -7.5% |
| 10Y | +336.7% | +1,055.6% | -718.9% | +160.1% |
| All | +8,187.2% | +6,027.8% | +2,159.3% | +2,941.7% |
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