+309.1%
TMUS vs CDNS
+997.8%
-688.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.7% |
| 7D | -0.3% | -9.2% | +9.0% | +1.7% |
| 30D | +3.1% | -16.3% | +19.4% | +6.8% |
| 3M | +2.4% | -27.9% | +30.3% | +9.1% |
| 6M | -17.1% | -4.3% | -12.8% | -17.7% |
| YTD | -9.1% | -9.1% | 0.0% | -9.3% |
| 1Y | -23.6% | -21.2% | -2.4% | -21.5% |
| 3Y | +38.8% | +19.4% | +19.5% | +21.0% |
| 5Y | +43.0% | +71.6% | -28.6% | +5.7% |
| 10Y | +309.1% | +1,005.1% | -696.0% | +75.3% |
| All | +309.1% | +997.8% | -688.7% | +75.3% |
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 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