+42.0%
TMUS vs CDNS
+76.3%
-34.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -3.1% |
| 7D | +0.1% | -14.0% | +14.1% | +1.2% |
| 30D | +5.3% | -13.2% | +18.4% | +6.3% |
| 3M | +3.1% | -28.9% | +32.0% | +5.8% |
| 6M | -16.5% | -4.2% | -12.3% | -16.8% |
| YTD | -9.2% | -6.4% | -2.8% | -9.5% |
| 1Y | -26.5% | -16.2% | -10.3% | -25.9% |
| 3Y | +39.0% | +20.2% | +18.8% | +27.7% |
| All | +42.0% | +76.3% | -34.4% | +14.1% |
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