+71.6%
CDNS vs PH
+252.1%
-180.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -9.2% | +0.4% | -9.6% | -9.4% |
| 30D | -16.3% | -10.8% | -5.4% | -11.2% |
| 3M | -27.9% | +8.5% | -36.4% | -31.4% |
| 6M | -4.3% | +3.9% | -8.2% | -7.7% |
| YTD | -9.1% | +9.4% | -18.5% | -15.3% |
| 1Y | -21.2% | +26.8% | -48.0% | -32.9% |
| 3Y | +19.4% | +140.8% | -121.4% | -30.8% |
| 5Y | +71.6% | +253.8% | -182.2% | -23.6% |
| All | +71.6% | +252.1% | -180.5% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling