+77.4%
CDNS vs PL
+82.7%
-5.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -14.0% | -9.3% | -4.7% | -12.9% |
| 30D | -13.2% | -18.9% | +5.8% | -10.9% |
| 3M | -28.9% | -58.4% | +29.5% | -21.2% |
| 6M | -4.2% | -30.3% | +26.1% | -2.8% |
| YTD | -6.4% | -8.1% | +1.8% | -9.3% |
| 1Y | -16.2% | +180.5% | -196.7% | -33.2% |
| 3Y | +20.2% | +444.1% | -424.0% | -19.7% |
| All | +77.4% | +82.7% | -5.2% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling