+1,036.6%
CDNS vs PH
+795.7%
+240.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.5% |
| 7D | -7.2% | 0.0% | -7.2% | -7.2% |
| 30D | -14.3% | -10.3% | -4.0% | -10.0% |
| 3M | -27.2% | +5.1% | -32.3% | -29.1% |
| 6M | -4.5% | +2.3% | -6.8% | -6.7% |
| YTD | -9.0% | +8.7% | -17.6% | -13.8% |
| 1Y | -21.3% | +26.8% | -48.1% | -31.0% |
| 3Y | +19.6% | +139.2% | -119.6% | -22.6% |
| 5Y | +71.5% | +251.1% | -179.6% | -7.8% |
| 10Y | +1,036.6% | +812.6% | +224.0% | +285.8% |
| All | +1,036.6% | +795.7% | +240.9% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling