+17.1%
CDNS vs PBR
+101.4%
-84.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.1% |
| 7D | -6.5% | +4.2% | -10.8% | -6.9% |
| 30D | -13.0% | +22.7% | -35.7% | -14.8% |
| 3M | -26.0% | +21.5% | -47.5% | -27.6% |
| 6M | -2.8% | +24.0% | -26.8% | -6.1% |
| YTD | -8.8% | +88.2% | -97.1% | -18.3% |
| 1Y | -15.8% | +74.8% | -90.6% | -23.7% |
| All | +17.1% | +101.4% | -84.3% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling