+133.7%
CDNS vs PCOR
-30.9%
+164.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -2.4% |
| 7D | -14.0% | -9.0% | -5.0% | -10.9% |
| 30D | -13.2% | +4.2% | -17.3% | -14.7% |
| 3M | -28.9% | +14.4% | -43.3% | -33.1% |
| 6M | -4.2% | +0.2% | -4.3% | -6.2% |
| YTD | -6.4% | -20.3% | +13.9% | -0.9% |
| 1Y | -16.2% | -16.1% | -0.1% | -13.6% |
| 3Y | +20.2% | -14.7% | +34.9% | +18.1% |
| 5Y | +76.6% | -43.2% | +119.8% | +73.4% |
| All | +133.7% | -30.9% | +164.6% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling