+2,149.8%
CDNS vs PBF
+303.9%
+1,845.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.9% |
| 7D | -14.0% | +4.3% | -18.3% | -14.4% |
| 30D | -13.2% | +22.0% | -35.1% | -14.9% |
| 3M | -28.9% | +74.5% | -103.4% | -32.8% |
| 6M | -4.2% | +67.7% | -71.8% | -9.8% |
| YTD | -6.4% | +179.2% | -185.5% | -16.4% |
| 1Y | -16.2% | +170.0% | -186.2% | -25.4% |
| 3Y | +20.2% | +66.4% | -46.2% | +9.3% |
| 5Y | +76.6% | +764.5% | -687.9% | +32.4% |
| 10Y | +1,029.7% | +358.5% | +671.2% | +694.7% |
| All | +2,149.8% | +303.9% | +1,845.9% | +1,396.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling