+1,026.6%
CDNS vs PLUG
+43.7%
+982.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -4.3% |
| 7D | -14.0% | -0.9% | -13.1% | -13.9% |
| 30D | -13.2% | +3.3% | -16.5% | -13.5% |
| 3M | -28.9% | -39.7% | +10.8% | -25.6% |
| 6M | -4.2% | -12.5% | +8.3% | -4.0% |
| YTD | -6.4% | +10.2% | -16.5% | -9.0% |
| 1Y | -16.2% | +50.7% | -66.9% | -22.5% |
| 3Y | +20.2% | -74.5% | +94.7% | +20.3% |
| 5Y | +76.6% | -91.8% | +168.4% | +93.2% |
| All | +1,026.6% | +43.7% | +982.9% | +873.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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