+0.8%
CDNS vs PH
+14.9%
-14.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.7% |
| 7D | +2.4% | +2.1% | +0.3% | +1.8% |
| 30D | -6.0% | +0.3% | -6.3% | -6.3% |
| 3M | -0.1% | -8.8% | +8.7% | +0.2% |
| 6M | -8.6% | +10.0% | -18.6% | -8.7% |
| YTD | +6.1% | +10.5% | -4.4% | +3.4% |
| 1Y | +0.8% | +15.5% | -14.7% | -2.6% |
| All | +0.8% | +14.9% | -14.1% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling