+71.6%
CDNS vs PINS
-63.8%
+135.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.7% | -2.6% |
| 7D | -9.2% | -5.2% | -4.0% | -8.0% |
| 30D | -16.3% | -14.9% | -1.3% | -12.9% |
| 3M | -27.9% | -8.4% | -19.5% | -26.8% |
| 6M | -4.3% | +0.6% | -5.0% | -5.3% |
| YTD | -9.1% | -22.2% | +13.1% | -4.9% |
| 1Y | -21.2% | -46.9% | +25.7% | -10.3% |
| 3Y | +19.4% | -26.9% | +46.3% | +20.2% |
| 5Y | +71.6% | -63.0% | +134.6% | +69.7% |
| All | +71.6% | -63.8% | +135.4% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 5y: compounded portfolio wealth divided by compounded PINS 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…
5y analysis · Full analysis span regression · 6 months rolling