+24.7%
CDNS vs PCAR
+37.3%
-12.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.5% |
| 7D | -0.1% | +2.2% | -2.3% | -0.8% |
| 30D | -5.5% | +0.3% | -5.8% | -5.8% |
| 3M | +0.5% | -17.9% | +18.5% | +7.3% |
| 6M | -9.6% | -3.4% | -6.2% | -9.1% |
| YTD | +5.3% | -0.1% | +5.4% | +3.9% |
| 1Y | +3.4% | +13.4% | -10.0% | -2.9% |
| All | +24.7% | +37.3% | -12.5% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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