+78.5%
CDNS vs PH
+197.3%
-118.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.1% | +1.2% |
| 7D | -2.4% | +2.0% | -4.4% | -3.6% |
| 30D | -10.2% | -3.7% | -6.5% | -8.5% |
| 3M | -5.5% | -14.0% | +8.6% | +2.2% |
| 6M | -9.9% | +2.1% | -12.0% | -11.7% |
| YTD | +2.3% | +5.1% | -2.7% | -2.7% |
| 1Y | -1.4% | +10.9% | -12.3% | -9.3% |
| 3Y | +28.1% | +132.9% | -104.9% | -24.9% |
| All | +78.5% | +197.3% | -118.8% | -13.8% |
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 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