+22.4%
CDNS vs PBF
+80.0%
-57.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.1% |
| 7D | +1.0% | +6.5% | -5.5% | +0.6% |
| 30D | -2.0% | -20.0% | +18.0% | -0.7% |
| 3M | -0.2% | -3.3% | +3.1% | -0.6% |
| 6M | -8.9% | +76.8% | -85.7% | -14.2% |
| YTD | +3.3% | +168.9% | -165.6% | -9.2% |
| 1Y | +2.2% | +96.4% | -94.1% | -6.2% |
| 3Y | +22.4% | +77.2% | -54.8% | +2.9% |
| All | +22.4% | +80.0% | -57.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling