+6,443.8%
CDNS vs PH
+24,008.7%
-17,564.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.1% | +1.4% |
| 7D | -2.4% | +2.0% | -4.4% | -3.4% |
| 30D | -10.2% | -3.7% | -6.5% | -8.7% |
| 3M | -5.5% | -14.0% | +8.6% | +1.1% |
| 6M | -9.9% | +2.1% | -12.0% | -11.3% |
| YTD | +2.3% | +5.1% | -2.7% | -1.5% |
| 1Y | -1.4% | +10.9% | -12.3% | -7.5% |
| 3Y | +28.1% | +132.9% | -104.9% | -14.7% |
| 5Y | +79.7% | +200.1% | -120.4% | +5.4% |
| 10Y | +1,183.3% | +783.8% | +399.5% | +326.9% |
| All | +6,443.8% | +24,008.7% | -17,564.9% | +394.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling