+17.0%
CDNS vs PHM
+50.2%
-33.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -7.2% | -3.9% | -3.3% | -6.4% |
| 30D | -14.3% | -8.6% | -5.7% | -12.6% |
| 3M | -27.2% | -2.9% | -24.3% | -27.0% |
| 6M | -4.5% | -5.7% | +1.2% | -4.0% |
| YTD | -9.0% | +1.9% | -10.8% | -10.3% |
| 1Y | -21.3% | -12.3% | -9.0% | -19.7% |
| All | +17.0% | +50.2% | -33.2% | -2.5% |
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