+28.1%
CDNS vs PCOR
+43.8%
-15.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -2.4% | +22.7% | -25.2% | -9.6% |
| 30D | -10.2% | +37.5% | -47.6% | -20.3% |
| 3M | -5.5% | +35.2% | -40.7% | -16.3% |
| 6M | -9.9% | +42.2% | -52.1% | -22.4% |
| YTD | +2.3% | +3.6% | -1.2% | -2.0% |
| 1Y | -1.4% | -4.8% | +3.4% | -2.6% |
| 3Y | +28.1% | +48.3% | -20.3% | +9.8% |
| All | +28.1% | +43.8% | -15.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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