+31.2%
CDNS vs PL
+544.4%
-513.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +14.5% | -9.3% | +3.4% |
| 7D | +2.1% | +10.9% | -8.7% | +0.7% |
| 30D | -4.6% | -16.4% | +11.7% | -2.9% |
| 3M | -0.8% | -39.9% | +39.2% | +4.7% |
| 6M | -7.2% | -63.2% | +56.0% | +2.3% |
| YTD | +7.7% | -27.1% | +34.8% | +7.0% |
| 1Y | +3.5% | +12.2% | -8.6% | -3.7% |
| 3Y | +31.2% | +584.3% | -553.1% | -11.2% |
| All | +31.2% | +544.4% | -513.2% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling