+77.4%
CDNS vs PENG
+115.2%
-37.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.4% | -10.4% | -5.6% |
| 7D | -14.0% | +4.5% | -18.6% | -15.1% |
| 30D | -13.2% | -7.1% | -6.1% | -11.9% |
| 3M | -28.9% | -27.3% | -1.6% | -25.8% |
| 6M | -4.2% | +169.6% | -173.8% | -32.4% |
| YTD | -6.4% | +164.6% | -171.0% | -34.1% |
| 1Y | -16.2% | +109.5% | -125.7% | -37.7% |
| 3Y | +20.2% | +98.9% | -78.7% | -18.0% |
| All | +77.4% | +115.2% | -37.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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