+5,887.0%
CDNS vs PHM
+11,456.8%
-5,569.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | -3.2% | -10.8% | -13.2% |
| 30D | -13.2% | -6.4% | -6.7% | -11.6% |
| 3M | -28.9% | +5.5% | -34.4% | -30.4% |
| 6M | -4.2% | -5.4% | +1.3% | -3.4% |
| YTD | -6.4% | +6.6% | -12.9% | -9.1% |
| 1Y | -16.2% | -8.8% | -7.4% | -15.3% |
| 3Y | +20.2% | +54.1% | -33.9% | +1.8% |
| 5Y | +76.6% | +144.5% | -67.8% | +29.1% |
| 10Y | +1,029.7% | +569.4% | +460.3% | +485.0% |
| All | +5,887.0% | +11,456.8% | -5,569.7% | +869.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling