+1,345.6%
CDNS vs PBR
+1,873.9%
-528.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -7.2% | +0.3% | -7.5% | -7.3% |
| 30D | -14.3% | +17.5% | -31.8% | -17.4% |
| 3M | -27.2% | +20.9% | -48.1% | -30.6% |
| 6M | -4.5% | +20.2% | -24.8% | -9.4% |
| YTD | -9.0% | +84.3% | -93.2% | -21.6% |
| 1Y | -21.3% | +77.1% | -98.4% | -31.9% |
| 3Y | +19.6% | +100.8% | -81.2% | -1.1% |
| 5Y | +71.5% | +556.1% | -484.6% | +3.0% |
| 10Y | +1,036.6% | +676.1% | +360.5% | +458.2% |
| All | +1,345.6% | +1,873.9% | -528.3% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling