+1,026.7%
CDNS vs PHM
+557.7%
+469.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | -6.5% | -6.4% | -0.2% | -4.5% |
| 30D | -13.0% | -12.1% | -0.9% | -9.3% |
| 3M | -26.0% | -1.5% | -24.5% | -26.1% |
| 6M | -2.8% | -6.0% | +3.2% | -1.9% |
| YTD | -8.8% | -0.3% | -8.5% | -10.1% |
| 1Y | -15.8% | -13.3% | -2.5% | -13.3% |
| 3Y | +19.7% | +47.6% | -27.8% | -1.9% |
| 5Y | +70.8% | +154.7% | -84.0% | +11.7% |
| All | +1,026.7% | +557.7% | +469.1% | +388.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling