+5,887.0%
CDNS vs PH
+25,185.5%
-19,298.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -14.0% | -3.1% | -10.9% | -12.7% |
| 30D | -13.2% | -3.2% | -9.9% | -12.0% |
| 3M | -28.9% | +10.6% | -39.5% | -32.4% |
| 6M | -4.2% | -2.1% | -2.0% | -4.4% |
| YTD | -6.4% | +10.2% | -16.5% | -11.7% |
| 1Y | -16.2% | +28.2% | -44.4% | -26.5% |
| 3Y | +20.2% | +134.9% | -114.7% | -20.6% |
| 5Y | +76.6% | +253.6% | -177.0% | -3.8% |
| 10Y | +1,029.7% | +804.7% | +225.0% | +271.9% |
| All | +5,887.0% | +25,185.5% | -19,298.5% | +342.9% |
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