+320.5%
TMUS vs CDNS
+1,200.3%
-879.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.3% |
| 7D | +0.1% | -14.0% | +14.1% | +4.5% |
| 30D | +5.3% | -13.2% | +18.4% | +9.4% |
| 3M | +3.1% | -28.9% | +32.0% | +13.1% |
| 6M | -16.5% | -4.2% | -12.3% | -17.3% |
| YTD | -9.2% | -6.4% | -2.8% | -10.2% |
| 1Y | -26.5% | -16.2% | -10.3% | -25.3% |
| 3Y | +39.0% | +20.2% | +18.8% | +18.8% |
| 5Y | +40.4% | +76.6% | -36.3% | +0.5% |
| 10Y | +303.7% | +1,029.7% | -726.0% | +41.2% |
| All | +320.5% | +1,200.3% | -879.8% | -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 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