+73.1%
CDNS vs PBR
+557.7%
-484.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.7% |
| 3M | -26.0% | +21.5% | -47.5% | -27.5% |
| 6M | -2.8% | +24.0% | -26.8% | -5.4% |
| YTD | -8.8% | +88.2% | -97.1% | -15.5% |
| 1Y | -15.8% | +74.8% | -90.6% | -21.4% |
| 3Y | +19.7% | +105.1% | -85.4% | +9.3% |
| All | +73.1% | +557.7% | -484.6% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling