-21.3%
CDNS vs PH
+26.6%
-48.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -7.2% | 0.0% | -7.2% | -7.2% |
| 30D | -14.3% | -10.3% | -4.0% | -13.0% |
| 3M | -27.2% | +5.1% | -32.3% | -27.6% |
| 6M | -4.5% | +2.3% | -6.8% | -4.9% |
| YTD | -9.0% | +8.7% | -17.6% | -11.7% |
| 1Y | -21.3% | +26.8% | -48.1% | -29.2% |
| All | -21.3% | +26.6% | -48.0% | -29.2% |
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