-18.4%
CDNS vs PBR
+74.3%
-92.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.5% |
| 7D | -1.1% | +5.4% | -6.5% | -0.6% |
| 30D | -10.4% | +22.9% | -33.3% | -8.9% |
| 3M | -24.6% | +19.6% | -44.2% | -23.2% |
| 6M | -1.6% | +16.5% | -18.1% | -1.2% |
| YTD | -7.4% | +86.7% | -94.1% | -8.4% |
| 1Y | -18.4% | +74.7% | -93.1% | -20.5% |
| All | -18.4% | +74.3% | -92.7% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling