+1,044.2%
CDNS vs PBR
+697.0%
+347.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -1.1% | +5.4% | -6.5% | -2.0% |
| 30D | -10.4% | +22.9% | -33.3% | -13.4% |
| 3M | -24.6% | +19.6% | -44.2% | -27.0% |
| 6M | -1.6% | +16.5% | -18.1% | -4.7% |
| YTD | -7.4% | +86.7% | -94.1% | -17.3% |
| 1Y | -18.4% | +74.7% | -93.1% | -26.5% |
| 3Y | +19.0% | +102.6% | -83.6% | +3.3% |
| 5Y | +73.4% | +566.6% | -493.2% | +17.5% |
| All | +1,044.2% | +697.0% | +347.3% | +575.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling