+290.8%
TMUS vs CDNS
+1,395.0%
-1,104.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +2.6% |
| 7D | +5.3% | +2.1% | +3.2% | +4.7% |
| 30D | +13.5% | -4.6% | +18.2% | +14.5% |
| 3M | -4.2% | -0.8% | -3.4% | -5.1% |
| 6M | -11.9% | -7.2% | -4.7% | -11.8% |
| YTD | -15.6% | +7.7% | -23.2% | -20.6% |
| 1Y | -16.8% | +3.5% | -20.3% | -21.0% |
| 3Y | +20.8% | +31.2% | -10.4% | +0.1% |
| 5Y | +48.0% | +84.5% | -36.5% | +4.8% |
| 10Y | +234.7% | +1,242.9% | -1,008.2% | +10.1% |
| All | +290.8% | +1,395.0% | -1,104.2% | -17.3% |
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 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