+124.0%
CDNS vs PL
+40.9%
+83.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -3.0% |
| 7D | +1.0% | +10.0% | -9.1% | -0.4% |
| 30D | -2.0% | -2.3% | +0.3% | -1.9% |
| 3M | -0.2% | -44.2% | +44.0% | +7.1% |
| 6M | -8.9% | -66.1% | +57.2% | +2.9% |
| YTD | +3.3% | -30.0% | +33.3% | +3.3% |
| 1Y | +2.2% | +21.0% | -18.8% | -6.6% |
| 3Y | +22.4% | +516.5% | -494.1% | -20.5% |
| 5Y | +78.0% | +32.0% | +46.0% | +34.0% |
| All | +124.0% | +40.9% | +83.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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