+291.7%
TMUS vs CDNS
+1,373.3%
-1,081.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | +9.5% | +2.4% | +7.1% | +8.7% |
| 30D | +13.8% | -6.0% | +19.8% | +15.3% |
| 3M | -4.6% | -0.1% | -4.5% | -5.7% |
| 6M | -11.7% | -8.6% | -3.1% | -11.3% |
| YTD | -15.4% | +6.1% | -21.5% | -20.1% |
| 1Y | -16.1% | +0.8% | -17.0% | -19.7% |
| 3Y | +20.5% | +26.8% | -6.3% | +1.0% |
| 5Y | +48.7% | +86.9% | -38.1% | +4.7% |
| 10Y | +240.8% | +1,235.1% | -994.3% | +12.2% |
| All | +291.7% | +1,373.3% | -1,081.6% | -16.8% |
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