+22.4%
CDNS vs PHM
+59.3%
-36.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +1.0% | -4.1% | +5.1% | +1.8% |
| 30D | -2.0% | +16.1% | -18.1% | -4.8% |
| 3M | -0.2% | -2.5% | +2.3% | +0.2% |
| 6M | -8.9% | +12.9% | -21.8% | -11.5% |
| YTD | +3.3% | +9.0% | -5.7% | +0.5% |
| 1Y | +2.2% | +8.2% | -5.9% | -0.4% |
| 3Y | +22.4% | +58.4% | -36.1% | +4.1% |
| All | +22.4% | +59.3% | -36.9% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling